Betting against beta: analisi dei mercati dell'eurozona
Andreoli, Tommaso (A.A. 2016/2017) Betting against beta: analisi dei mercati dell'eurozona. Tesi di Laurea in Asset management, LUISS Guido Carli, relatore Nicola Borri, pp. 77. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Le ipotesi del capital asset pricing model. Betting-against-Beta factor model. Rischio di liquidità. Impatto di diversi livelli di leverage constraint.
References
Bibliografia: p. 53.
| 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: | Asset management |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Nucera, Federico Calogero |
| Academic Year: | 2016/2017 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jun 2018 14:00 |
| Last Modified: | 21 Jun 2018 14:00 |
| URI: | https://tesi.luiss.it/id/eprint/21437 |
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