The profitability of capital structure arbitrage from 2015 to 2017: evidence on volatility estimator and companies’ leverage

Marini, Marco (A.A. 2016/2017) The profitability of capital structure arbitrage from 2015 to 2017: evidence on volatility estimator and companies’ leverage. Tesi di Laurea in Advanced corporate finance, LUISS Guido Carli, relatore Raffaele Oriani, pp. 141. [Master's Degree Thesis]

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Abstract/Index

Capital structure and debt riskiness. The evolution of structural models for debt pricing. Capital structure arbitrage. Strategy description and historical profitability. Capital structure arbitrage profitability and the effects of GARCH.

References

Bibliografia: pp. 106-114.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Management, english language (LM-77)
Outstanding Thesis: Department of Business and Management
Chair: Advanced corporate finance
Thesis Supervisor: Oriani, Raffaele
Thesis Co-Supervisor: Curcio, Domenico
Academic Year: 2016/2017
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 26 Apr 2018 08:19
Last Modified: 18 May 2018 15:53
URI: https://tesi.luiss.it/id/eprint/20608

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