Pension funds asset allocation in low interest rate environment
Meghnagi, Daniel (A.A. 2015/2016) Pension funds asset allocation in low interest rate environment. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 67. [Master's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Restricted to Registered users only Download (1MB) | Request a copy |
Abstract/Index
Background and literature review. Macroeconomic environment and future expectations. The methodology. A mutivariate model of strategic asset allocation. The results. VAR estimation.
References
Bibliografia: pp. 46-47.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Nucera, Federico Calogero |
| Academic Year: | 2015/2016 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Jun 2017 09:19 |
| Last Modified: | 01 Jun 2017 09:19 |
| URI: | https://tesi.luiss.it/id/eprint/18797 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
