Pairs trading su single sstock futures
Curati, Tiziano (A.A. 2009/2010) Pairs trading su single sstock futures. Tesi di Laurea in M&A and investment banking, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 120. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Il pairs trading su single stock futures. Il campione di dati. Il backtest della strategia. La liquidità dei single stock futures.
References
Bibliografia: pp. 77-120.
| 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: | M&A and investment banking |
| Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Thesis Co-Supervisor: | Genco, Alessandra |
| Academic Year: | 2009/2010 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 30 May 2011 09:41 |
| Last Modified: | 19 May 2015 22:47 |
| URI: | https://tesi.luiss.it/id/eprint/4542 |
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