Zingone, Giovanni Corrado (A.A. 2009/2010) Volatility measures: the use of VaR in portfolio optimization. Tesi di Laurea in Asset management, LUISS Guido Carli, relatore Mauro Micillo, pp. 203. [Master's Degree Thesis]

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Abstract/Index

The risk management. Value at risk. Portfolio optimization under Value at risk constraints.

References

Bibliografia: pp. 200-203.

Thesis Type:	Master's Degree Thesis
Institution:	LUISS Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in General Management, English language (84/S)
Chair:	Asset management
Thesis Supervisor:	Micillo, Mauro
Thesis Co-Supervisor:	Barone, Emilio
Academic Year:	2009/2010
Session:	Extraordinary
Uncontrolled Keywords:	VAR. Volatility. Portfolio optimization.
Deposited by:	Maria Teresa Nisticò
Date Deposited:	12 Apr 2013 16:07
Last Modified:	11 Apr 2017 09:53
URI:	https://tesi.luiss.it/id/eprint/9531

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