Khazen, Charbel (A.A. 2022/2023) Forecasting financial returns using machine learning methods. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 135. [Master's Degree Thesis]

Gaffi, Anakin (A.A. 2022/2023) Multidimensional cointegration for stocks picking: empirical evidence. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 51. [Master's Degree Thesis]

Durante, Matteo (A.A. 2022/2023) Behavioural biases in crypto markets: an empirical analysis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 77. [Master's Degree Thesis]

Spina, Kevin (A.A. 2022/2023) Real options for investment decision making: evaluating Porsche's strategic flexibility. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 181. [Master's Degree Thesis]

Zozi, Leonardo (A.A. 2022/2023) Green bond pricing: green premium evidence in European government bonds. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 67. [Master's Degree Thesis]

Cuniato, Guglielmo (A.A. 2022/2023) Uncovering cryptocurrency pump-and-dumps with machine-learning. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 62. [Master's Degree Thesis]

Cassone, Vincenzo (A.A. 2022/2023) The debt maturity premium in the Dutch stock market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 41. [Master's Degree Thesis]

Brogi, Federico (A.A. 2022/2023) Illiquid underlying asset effect on option pricing: bermudan-Basket: option valuation with the Longstaff-Schwartz method. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 101. [Master's Degree Thesis]

Marucci, Arturo (A.A. 2022/2023) Predictive modelling of FOMC decisions and market reaction: a machine learning approach. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 59. [Master's Degree Thesis]

D'Esposito, Francesco Nicholas (A.A. 2022/2023) Revolutionizing asset pricing: exploiting deep learning for empirical insights. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 62. [Master's Degree Thesis]

Kirschen, Federico (A.A. 2022/2023) Cumulative prospect theory approach to option returns and variance premium puzzles. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 83. [Master's Degree Thesis]

Colucci, Matteo (A.A. 2022/2023) Exploring the inflation impact across asset classes: an econometric VAR model analysis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 86. [Master's Degree Thesis]

Monteleone, Elisa (A.A. 2022/2023) Exploring the transmission mechanism of monetary policy: the portfolio rebalancing channel: empirical evidence from US stocks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 111. [Master's Degree Thesis]

Rozhkina, Veronika (A.A. 2022/2023) Performance persistence of global mutual funds. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 43. [Master's Degree Thesis]

Tibaldi, Marcantonio (A.A. 2022/2023) The effects of Covid-19 on stock returns. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 78. [Master's Degree Thesis]

Olenik, Sasha (A.A. 2022/2023) Political ideology and ESG legislation: an overview of the impact on stock returns. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 71. [Master's Degree Thesis]

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]

Degaetano, Gianluca (A.A. 2021/2022) News photo sentiment and stock returns: evidence from European markets. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 43. [Master's Degree Thesis]

Coletta, Sergio (A.A. 2021/2022) The impact of ESG rating on financial performance: an empirical analysis of the US equity market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 98. [Master's Degree Thesis]

Paroli, Marco (A.A. 2021/2022) Beyond black scholes: fourier transform methods for European option pricing. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Marco Pirra, pp. 121. [Master's Degree Thesis]

Vacca, Gabriele (A.A. 2021/2022) The pricing process of an Asian option: an empirical analysis of its main implications and of its price sensitivity to time series volatility modeling. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Marco Pirra, pp. 76. [Master's Degree Thesis]

Ciccone, Alessandro (A.A. 2021/2022) The securitization for non-financial firms, the ABS market and the creation of a truck-loans pool of ABS. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Saverio Bozzolan, pp. 58. [Master's Degree Thesis]

Falcinelli, Francesco (A.A. 2021/2022) The performance of ESG funds: an empirical analysis in the United Kingdom. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Andrea Polo, pp. 56. [Master's Degree Thesis]

Addamiano, Michele (A.A. 2021/2022) Value at risk: an experimental analysis of different approaches. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Daniele Penza, pp. 69. [Master's Degree Thesis]

Precicchiani, Simone (A.A. 2021/2022) Extending the portfolio optimization problem with multi-objective evolutionary algorithms in Python: an application on sustainable finance. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Pierluigi Murro, pp. 39. [Master's Degree Thesis]

Testa, Gennaro (A.A. 2021/2022) Real options effect on M&A operations: a purchase case from PWC. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Pierluigi Murro, pp. 58. [Master's Degree Thesis]

Rinaldi, Giacomo (A.A. 2021/2022) Efficient market hypothesis and behavioral finance in a Covid-19 environment: evidence from Italy. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 71. [Master's Degree Thesis]

Finelli, Giuseppe (A.A. 2021/2022) Wealth effects of inflation on equity portfolios. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 54. [Master's Degree Thesis]

Pandolfi, Antea (A.A. 2021/2022) Behaviour of cryptocurrency during crisis: evidence from Covid-19. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 77. [Master's Degree Thesis]

Vecchiarino, Gennaro (A.A. 2021/2022) Derivatives, ESG trend and impact on firm's financial performance: new perspectives for corporate hedging. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Rosella Santella, pp. 82. [Master's Degree Thesis]

Mares, Cristiano (A.A. 2021/2022) ESG investing: doing well by doing good. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 247. [Master's Degree Thesis]

Angeloro, Chiara (A.A. 2021/2022) Are cryptocurrencies' prices driven by their speculative component? An empirical analysis of the downside risk. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 84. [Master's Degree Thesis]

Iannone, Emilio (A.A. 2021/2022) Characteristic-based portfolio selection using machine learning. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 45. [Master's Degree Thesis]

Baioli, Francesca (A.A. 2021/2022) The impact of Twitter sentiment on stock market variables: evidence from Italy. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 53. [Master's Degree Thesis]

Ronci, Luigi (A.A. 2021/2022) Common risk factors in cryptocurrencies: asset pricing analysis of cross sectional returns. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]

Kornev, Mikhail (A.A. 2021/2022) Experimental comparison of the predictive power of quantile regression and bayes quantile regression. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 42. [Master's Degree Thesis]

Agostini, Andrea (A.A. 2021/2022) How does the stock market reflect the macroeconomic conditions? Evidence from Italy. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 80. [Master's Degree Thesis]

Atzeri Busanca, Giulia (A.A. 2021/2022) Liquidity as a factor: theoretical and empirical overview. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 55. [Master's Degree Thesis]

Martin, Maicol (A.A. 2021/2022) Quantitative construction of diversified trading system portfolio. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 162. [Master's Degree Thesis]

Ricciardi, Federico (A.A. 2021/2022) Corporate hedging with commodity derivatives: a focus on crude oil sector with an empirical hedging analysis on a large oil producer: the case of CNOOC Ltd. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 152. [Master's Degree Thesis]

Parrinello, Rachele (A.A. 2021/2022) New approaches in the valuation of NPLs. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 100. [Master's Degree Thesis]

Fiorino, Luca (A.A. 2020/2021) Asset allocation and portfolio optimisation: focus on cryptocurrencies. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 89. [Master's Degree Thesis]

Rossini, Marco (A.A. 2020/2021) Dynamic optimization techniques for crypto portfolios. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 142. [Master's Degree Thesis]

Morisi, Manfredi (A.A. 2020/2021) Pricing American-Bermudan options through least square methods. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 143. [Master's Degree Thesis]

Graziani, Kevin (A.A. 2020/2021) Profitability of algorithmic Pairs trading strategy: an empirical application on the Italian stock exchange using cointegration approach. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 46. [Master's Degree Thesis]

Ricci, Giuseppe Luigi (A.A. 2020/2021) Value and growth stocks: an empirical analysis of the US stock market in the period 2000-2020. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]

Piccolo, Antonella (A.A. 2020/2021) ESG practices in the FTSE Italia all-share: do investors price companies' sustainable behavior? Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 76. [Master's Degree Thesis]

Cistulli, Michele (A.A. 2020/2021) Machine learning for portfolio optimization. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 68. [Master's Degree Thesis]

Boido, Giacomo Augusto (A.A. 2020/2021) Asset management: the introduction of cryptocurrencies in a multi asset portfolio. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 76. [Master's Degree Thesis]

Cenni, Pierluigi (A.A. 2020/2021) Do ESG practices pay off? A novel ESG measure and its relationship with the returns of listed firms in the euro area. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 54. [Master's Degree Thesis]

Feroce, Luca (A.A. 2020/2021) Empirical stock market returns forecasting: machine learning in modern portfolio theory. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 128. [Master's Degree Thesis]

Amendola, Damiano (A.A. 2020/2021) Quality factor in the European stock market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 89. [Master's Degree Thesis]

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]

El Ghorayeb, Alessio (A.A. 2020/2021) Trading performance in a financial crisis: momentum and the Covid-19 flash bear market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 72. [Master's Degree Thesis]

Carbone, Orlando (A.A. 2020/2021) How options have affected short squeeze phenomenon. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 100. [Master's Degree Thesis]

Di Giuseppe, Davide (A.A. 2020/2021) Credit scoring model using machine learning. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 140. [Master's Degree Thesis]

Caporale, Alessandro Giuseppe (A.A. 2020/2021) Probability of default: a machine learning application. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 110. [Master's Degree Thesis]

Gaudenzi, Marco (A.A. 2020/2021) Social network impact on stock market: empirical analysis of the relationship between tweets on Twitter and stock prices of FTSE MIB firms. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 77. [Master's Degree Thesis]

Ciotti, Cristina (A.A. 2020/2021) Regime switching models and Covid-19: a MATLAB implementation on Ratti S.p.a. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 112. [Master's Degree Thesis]

De Hoop, Hilbert Frederik (A.A. 2020/2021) The belief of professional investors versus the clients on food waste reduction measures. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 53. [Master's Degree Thesis]

Cirino, Giorgia (A.A. 2020/2021) The impact of climate change events on asset classes: an empirical analysis to extract a climate change risk premium. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 47. [Master's Degree Thesis]

Nguyen, Hoang Anh (A.A. 2020/2021) Optimal monetary policy with liquidity shock. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Juan Francisco Passadore Figueroa, pp. 33. [Master's Degree Thesis]

Capparelli, Remo (A.A. 2020/2021) Investor sentiment and stock returns after 2002. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 47. [Master's Degree Thesis]

Bastianelli, Benedetta (A.A. 2020/2021) Neural networks’ performances in recession forecasting: euro area case study. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 104. [Master's Degree Thesis]

Loreti, Lorenzo (A.A. 2020/2021) Why credit risk is priced differently in the bond and CDS spreads during a period of crisis: an empirical analysis of euro area during the Covid-19 pandemic. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 41. [Master's Degree Thesis]

Dera, Peter-Willem Conny (A.A. 2020/2021) The predictive abilities of technical analysis based recommendations for various asset classes. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 51. [Master's Degree Thesis]

Abbruzzese, Santo (A.A. 2020/2021) The value at risk: an empirical study on reliability between parametric and non parametric approaches. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 59. [Master's Degree Thesis]

Muroli, Vincenzo Francesco (A.A. 2019/2020) Quantitative trading on cryptocurrencies: a long/short strategy based on cointegration. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 59. [Master's Degree Thesis]

Nardoni, Francesca (A.A. 2019/2020) Validity of CAPM and APT: an empirical analysis with Fama-MacBeth regression methodology. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 53. [Master's Degree Thesis]

Cuomo, Daniele (A.A. 2019/2020) Forecasting bitcoin time series with ARIMA GARCH and recurrent neural networks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 96. [Master's Degree Thesis]

Bertazzoni, Andrea (A.A. 2019/2020) Leveraged ETFs: how to exploit a complex and dangerous tool on the long run. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]

Maestripieri, Simone (A.A. 2019/2020) Portfolio optimization: a comparison among Markowitz, Black Litterman and robust optimization approach. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 100. [Master's Degree Thesis]

Ciampriello, Luca (A.A. 2019/2020) Statistical arbitrage in foreign exchange markets. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 75. [Master's Degree Thesis]

Mascagna, Alessandro (A.A. 2019/2020) Machine learning and technical analysis approach to portfolio selection. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 43. [Master's Degree Thesis]

Fabbri, Manuela (A.A. 2019/2020) Real options analysis applied to corporate venture capital investments: theoretical framework and valuation implications from Intel capital investment in NetSpeed systems. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 133. [Master's Degree Thesis]

Merlino, Matteo (A.A. 2019/2020) Real options' case study: Mercedes Benz software defined vehicle valuation. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 150. [Master's Degree Thesis]

Picardi, Federico (A.A. 2019/2020) The impact of ESG ratings on default probability empirical analysis on credit default swap spread. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 119. [Master's Degree Thesis]

Romano, Simone (A.A. 2019/2020) Machine learning for volatility forecasting. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Emilio Barone, pp. 90. [Master's Degree Thesis]

Perugini, Elena (A.A. 2019/2020) The effects of ETFs on market liquidity. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Emilio Barone, pp. 87. [Master's Degree Thesis]

Oteri, Andrea Martina (A.A. 2019/2020) Copula models and the financial crisis: how to price synthetic CDOs’ tranches. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 90. [Master's Degree Thesis]

Agnese, Edoardo (A.A. 2019/2020) Does a company’s commitment to ESG factors affects its returns? An empirical analysis of the European market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 76. [Master's Degree Thesis]

Bruno, Laura (A.A. 2019/2020) Monte Carlo methods and market models for European swaptions pricing. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 77. [Master's Degree Thesis]

Zincone, Gino Ercole (A.A. 2019/2020) Options in asset allocation problems: an empirical model applied to the Italian FTSE MIB index. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 96. [Master's Degree Thesis]

Squillaci, Mario Umberto (A.A. 2019/2020) Prediction of a low risk portfolio with a random forest application. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 145. [Master's Degree Thesis]

Calvani, Alessio (A.A. 2019/2020) Testing performances of machine learning models in the predictioin of excess return using financial statement related predictors. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 82. [Master's Degree Thesis]

Ferretti, Emanuele (A.A. 2019/2020) An empirical analysis of contingent convertible bonds pricing methods: an overview of the hybrid securities in the capital requirement framework. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 80. [Master's Degree Thesis]

Graviano, Michele (A.A. 2019/2020) An investigation of the short selling ban across several european countries: evidence from the Covid-19 crisis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 132. [Master's Degree Thesis]

Capochiani, Nicholas (A.A. 2019/2020) Analysis of the Fama-French six-factor model in a scenario of a restricted stock investment universe: evidence from S&P US equity indices. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 78. [Master's Degree Thesis]

Pretti, Luigi (A.A. 2019/2020) Dynamic portfolio optimization: a simulation and regression approach applied to a multi asset portfolio choice problem. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 122. [Master's Degree Thesis]

Catrambone, Giuseppe (A.A. 2019/2020) Hedging with commodity derivatives in the airline industry: the case of American Airlines. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 90. [Master's Degree Thesis]

Militare, Davide (A.A. 2019/2020) Venture capital valuation: a focus on the option pricing method. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 83. [Master's Degree Thesis]

Danese, Matteo (A.A. 2019/2020) The impact of exchange traded funds on systemic risk and their effects on volatility. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 54. [Master's Degree Thesis]

Panetta, Mario (A.A. 2019/2020) How different economic scenarios impact on life business insurance: Cornish Fisher approach. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 103. [Master's Degree Thesis]

Fabbri, Gianmarco (A.A. 2019/2020) Modeling and forecasting EUR/USD volatility with GARCH models. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 25. [Master's Degree Thesis]

Nevola, Federico Armando (A.A. 2019/2020) Sovereign default: theory and evidence. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 92. [Master's Degree Thesis]

Perini, Giulio (A.A. 2019/2020) A regulatory approach to derivative markets: the benefits of provate sector oversight. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paola Lucantoni, pp. 112. [Master's Degree Thesis]

Cinelli, Alfredo (A.A. 2019/2020) Volatility models forecasting power: a comparison under the framework of the VaR. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 85. [Master's Degree Thesis]

Di Spirito, Alessandro (A.A. 2019/2020) Financial market effects of unconventional monetary policies in the euro area. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 101. [Master's Degree Thesis]

Turyshev, Arsenii (A.A. 2019/2020) Generative adversarial networks in asset pricing. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 51. [Master's Degree Thesis]

Tsyrlin, Nikita (A.A. 2019/2020) Liqudity in cryptocurrency market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 44. [Master's Degree Thesis]

Mele, Daniel (A.A. 2019/2020) Conditional risk premia in the consumption: CAPM. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 51. [Master's Degree Thesis]

Romeo, Sergio (A.A. 2019/2020) Option pricing using artificial neural networks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 78. [Master's Degree Thesis]

Giustozzi, Andrea (A.A. 2019/2020) Portfolio pricing under credit risk: a specific application to the Italian public sector. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 97. [Master's Degree Thesis]

Comin, Filippo (A.A. 2019/2020) Preferred securities in early stage start-up financing and their impact on valuation. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 53. [Master's Degree Thesis]

Buldrini, Lidia (A.A. 2019/2020) An empirical application of a parametric approach to portfolio choices on Italian stock market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 72. [Master's Degree Thesis]

Lavorini, Francesco (A.A. 2018/2019) ESG scores and corporate financial performence: an empirical study of the luxury industry. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 72. [Master's Degree Thesis]

Matarrese, Vincenzo (A.A. 2018/2019) Factor exposures of cryptocurrencies: evidence from bitcoin, ethereum and ripple. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 78. [Master's Degree Thesis]

Accardo, Luca (A.A. 2018/2019) Real option approach to investment and application to the renewable energies sector. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 93. [Master's Degree Thesis]

Patacchiola, Lorenzo (A.A. 2018/2019) The cross sectional variation of European stocks' returns and its relationship with ESG. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 52. [Master's Degree Thesis]

Amati, Lorenzo (A.A. 2018/2019) A joint macroeconomic and term structure model: a FAVAR approach to the ang and Piazzesi model. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 64. [Master's Degree Thesis]

Giovannone, Marco (A.A. 2018/2019) The rising of cryptocurrencies: a study on the factors affecting their pricing. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 73. [Master's Degree Thesis]

Ferlito, Leonardo (A.A. 2018/2019) Artificial intelligence: pricing and hedging an European option with a neural network. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 109. [Master's Degree Thesis]

Sannino, Alberto (A.A. 2018/2019) Determinants of CDS spreads empirical analysis over European banks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 69. [Master's Degree Thesis]

Ricci, Marco (A.A. 2018/2019) European ETF flows: main drivers and the return chasing behaviour. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 57. [Master's Degree Thesis]

Zhang, Hui (A.A. 2018/2019) An empirical evaluation of value at risk and expected shotìrtfall models during the 1997-98 Asian financial crisis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 63. [Master's Degree Thesis]

Di Francesco, Sara (A.A. 2018/2019) Testing the efficient market hypothesis in cryptocurrency market: evidence from ethereum and bitcoin cash. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 58. [Master's Degree Thesis]

Pollmann, Laura (A.A. 2018/2019) Art: a purely emotional asset? Diversification potential of art in an equity setting. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 142. [Master's Degree Thesis]

Tiurina, Mariia (A.A. 2018/2019) Fiscal multipliers in Italy. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Juan Francisco Passadore Figueroa, pp. 38. [Master's Degree Thesis]

Bo, Andrea (A.A. 2018/2019) Measuring systemic risk in the Italian banking ecosystem. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]

Di Muro, Luca (A.A. 2009/2010) Ambiguity and asset markets. Tesi di Laurea in Asset pricing, LUISS Guido Carli, relatore Gaetano Bloise, pp. 56. [Master's Degree Thesis]