Time series momentum across asset classes
Saita, Giacomo (A.A. 2020/2021) Time series momentum across asset classes. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 42. [Master's Degree Thesis]
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Abstract/Index
Related literature. Data. Return predictability: time series evidence. Time series momentum strategies. Market crashes effect on momentum strategies.
References
Bibliografia: pp. 41-42.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2020/2021 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 10 May 2022 10:27 |
| Last Modified: | 10 May 2022 10:27 |
| URI: | https://tesi.luiss.it/id/eprint/32213 |
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