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Number of items: 53.

A

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]

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]

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]

B

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]

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]

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]

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]

C

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]

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]

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]

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]

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]

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]

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]

D

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]

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]

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]

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]

F

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]

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]

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]

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]

G

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]

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]

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]

L

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]

M

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]

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]

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]

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]

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]

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]

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]

N

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]

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]

O

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]

P

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]

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]

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]

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]

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]

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]

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]

R

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]

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]

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]

S

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]

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]

T

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]

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]

Z

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]

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]

This list was generated on Wed Jul 28 15:26:04 2021 CEST.