Volatility managed portfolio
Amico, Luca (A.A. 2016/2017) Volatility managed portfolio. Tesi di Laurea in Asset management, LUISS Guido Carli, relatore Nicola Borri, pp. 128. [Master's Degree Thesis]
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Abstract/Index
Framework teorico di riferimento. Le previsioni della volatilità nei modelli ARCH e GARH. I volatility managed portfolios. Interpretazioni teoriche. Il timing della volatilità ed il trade-off rischio rendimento.
References
Bibliografia e sitografia: pp. 112-115.
| 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: | Asset management |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Nucera, Federico Calogero |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 May 2018 13:45 |
| Last Modified: | 15 May 2018 13:45 |
| URI: | https://tesi.luiss.it/id/eprint/20972 |
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