Extension of the CAPM with another factor of risk related to the liquidity
Valentini, Samuele (A.A. 2012/2013) Extension of the CAPM with another factor of risk related to the liquidity. Tesi di Laurea in Financial economics (markets, intermed, regulation), LUISS Guido Carli, relatore Paolo Vitale, pp. 31. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Asset pricing with liquidity risk. Liquidity abd the bid-ask spread.
References
Bibliografia: pp. 29-31.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Financial economics (markets, intermed, regulation) |
| Thesis Supervisor: | Vitale, Paolo |
| Academic Year: | 2012/2013 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 30 Jan 2014 17:51 |
| Last Modified: | 19 May 2015 23:38 |
| URI: | https://tesi.luiss.it/id/eprint/11007 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
