Optimal stock allocation under predictable patterns and horizon constraints
Chiarella, Vincenzo (A.A. 2015/2016) Optimal stock allocation under predictable patterns and horizon constraints. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 89. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
How the investment horizon affects stock allocation. Risk aversion, investment horizon and stock allocation. The additional contribution of predicable patterns on stock allocation over different investment horizons. Momentum and mean revision of stock returns: literature review and empirical evidence.
References
Bibliografia: pp. 74-76.
| 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: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Nucera, Federico Calogero |
| Academic Year: | 2015/2016 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 31 Mar 2017 12:24 |
| Last Modified: | 31 Mar 2017 12:24 |
| URI: | https://tesi.luiss.it/id/eprint/18579 |
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