State dependent asset allocation: a Markov regime switching approach
Molinari, Riccardo (A.A. 2012/2013) State dependent asset allocation: a Markov regime switching approach. Tesi di Laurea in Advanced econometrics, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 53. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Markov processes and their use in economic analysis. Literature review. Methodology and research methods. Empirical results.
References
Bibliografia: pp. 47-53.
| 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: | Advanced econometrics |
| Thesis Supervisor: | Ragusa, Giuseppe |
| Thesis Co-Supervisor: | Rinott, Joseph |
| Academic Year: | 2012/2013 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 06 Feb 2014 13:06 |
| Last Modified: | 19 May 2015 23:38 |
| URI: | https://tesi.luiss.it/id/eprint/11043 |
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