A critical and empirical review on portfolio construction techniques
Pascale, Vincenzo (A.A. 2015/2016) A critical and empirical review on portfolio construction techniques. Tesi di Laurea in Advanced financial mathematics, LUISS Guido Carli, relatore Marco Pirra, pp. 131. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
What portfolio management does. Mean variance portfolio theory. Simplifyng portfolio selection. An emirical test on asset pricing models. Modern portfolio theory and the future of PM.
References
Bibliografia e sitografia: pp. 113-114.
| 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) |
| Chair: | Advanced financial mathematics |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Barone, Gaia |
| Academic Year: | 2015/2016 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Mar 2017 14:00 |
| Last Modified: | 22 Mar 2017 14:00 |
| URI: | https://tesi.luiss.it/id/eprint/18516 |
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