Multifactor risk analysis in European equity mutual fund industry
Ligabue, Filippo (A.A. 2021/2022) Multifactor risk analysis in European equity mutual fund industry. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 46. [Master's Degree Thesis]
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Abstract/Index
Literature review: explanation of each factor. Downside risk theory. Data and methodology. Results and interpretations.
References
Bibliografia: p. 43.
| 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 pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Aug 2023 08:20 |
| Last Modified: | 03 Aug 2023 08:20 |
| URI: | https://tesi.luiss.it/id/eprint/36242 |
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