Empirical evidence in the emerging markets: implementation of the CAPM and the Fama-French & Carhart models
Di Ciommo, Giulio (A.A. 2022/2023) Empirical evidence in the emerging markets: implementation of the CAPM and the Fama-French & Carhart models. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 60. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Abnormal returns: definition and causes. CAPM & multifactor models of risk. Fama-french three and five factor model. Carhart model. Portfolio measures. Emerging markets: definition and selection. When in emerging markets, follow the abnormal returns. Multifactor model in emerging markets. M&A operations in emerging markets. The sample Methodology. Results.
References
Bibliografia: pp. 55-58.
| 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: | Advanced corporate finance |
| Thesis Supervisor: | Murro, Pierluigi |
| Thesis Co-Supervisor: | Santella, Rosella |
| Academic Year: | 2022/2023 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 10 Jul 2024 10:51 |
| Last Modified: | 10 Jul 2024 10:51 |
| URI: | https://tesi.luiss.it/id/eprint/39269 |
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