Pair trading: statistical arbitrage on the UK stock market
Scarpellino, Jacopo (A.A. 2016/2017) Pair trading: statistical arbitrage on the UK stock market. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 115. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Efficient market theory. Methodology. A portfolio on FTSE100. Performances summary.
References
Bibliografia e sitografia: pp. 68-70.
| 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: | Financial and credit derivatives |
| Thesis Supervisor: | Nucera, Federico Calogero |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 May 2018 13:33 |
| Last Modified: | 15 May 2018 13:33 |
| URI: | https://tesi.luiss.it/id/eprint/20969 |
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