Semeraro, Giovanni (A.A. 2017/2018) Pairs trading. Tesi di Laurea in Equity markets and alternative investments, LUISS Guido Carli, relatore Paolo Vitale, pp. 86. [Master's Degree Thesis]

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Abstract/Index

Capital asset pricing model. Market neutral strategies. Statistical arbitrage pairs trading. Cointegration. Statistical analysis. Testing the pair. Implementing the strategy. Case study: Alliance Bernstein and KKR & Co.

References

Bibliografia: pp. 70-71.

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:	Equity markets and alternative investments
Thesis Supervisor:	Vitale, Paolo
Thesis Co-Supervisor:	Morelli, Marco
Academic Year:	2017/2018
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	11 Apr 2019 10:21
Last Modified:	11 Apr 2019 10:21
URI:	https://tesi.luiss.it/id/eprint/22971

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