Investment strategies: comparable portfolios constructed using return on equity and market-to-book factors
Loreti, Davide Silvio (A.A. 2017/2018) Investment strategies: comparable portfolios constructed using return on equity and market-to-book factors. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 116. [Master's Degree Thesis]
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Abstract/Index
Literature review. Common risk factors. Data explanation and methodologies. Quantitative analysis. Moments analysis. Correlation between PBV and ROE portfolios.
References
Bibliografia: pp. 100-101.
| 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: | Benigno, Pierpaolo |
| Academic Year: | 2017/2018 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Apr 2019 09:06 |
| Last Modified: | 11 Apr 2019 09:06 |
| URI: | https://tesi.luiss.it/id/eprint/22959 |
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