Browse by Outstanding Thesis
Up a level |
- Outstanding theses (449)
- Department of Economics and Finance (49)
2013/2014
Mancini, Davide (A.A. 2013/2014) Performance measurement in mutual fund analysis. Tesi di Laurea in Finanza aziendale avanzato, LUISS Guido Carli, relatore Raffaele Oriani, pp. 60. [Master's Degree Thesis]
Scavalli, Marina (A.A. 2013/2014) La Fed controlla i tassi di interesse? Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 78. [Master's Degree Thesis]
Letta, Simone (A.A. 2013/2014) Modellare, prevedere e sfruttare la volatilità: evidenze dal Vstoxx. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 126. [Master's Degree Thesis]
Da Silva Almeida, João Pedro (A.A. 2013/2014) Predictability of stock market returns: evidence from eurozone's banking sectors. Tesi di Laurea in Macroeconomic analysis, LUISS Guido Carli, relatore Nicola Borri, pp. 57. [Master's Degree Thesis]
2015/2016
Sebastiani, Luca (A.A. 2015/2016) Replica statica delle opzioni. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 149. [Master's Degree Thesis]
Catillo, Matteo (A.A. 2015/2016) CDS indices spreads: forecasting and trading iTraxx and CDX indices. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 127. [Master's Degree Thesis]
Apicella, Federico (A.A. 2015/2016) Cyclically adjusted price to earnings ratio. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 138. [Master's Degree Thesis]
2016/2017
Torzi, Luca (A.A. 2016/2017) The start-up venture capitalist relationshipn the Italian market: an empirical analysis. Tesi di Laurea in Advanced corporate finance, LUISS Guido Carli, relatore Francesco Baldi, pp. 99. [Master's Degree Thesis]
Zenzeri, Sofia (A.A. 2016/2017) USA ed Europa, due soluzioni differenti alle problematiche del sistema finanziario: living wills vs piani di risanamento e risoluzione. Tesi di Laurea in Diritto dei mercati e degli intermediari finanziari (corso progredito), LUISS Guido Carli, relatore Mirella Pellegrini, pp. 128. [Master's Degree Thesis]
Baistrocchi, Giorgia (A.A. 2016/2017) Scope and functioning of central counterparties (CCPs) in the context of the European market infrastructure regulation in OTC markets: synergies vs. systemic risks. Tesi di Laurea in Market law and regulation, LUISS Guido Carli, relatore Paola Lucantoni, pp. 205. [Master's Degree Thesis]
Manduchi, Simone (A.A. 2016/2017) A quantitative analysis of sovereign bond spreads in the Eurozone. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 112. [Master's Degree Thesis]
2017/2018
Locarno, Alessandra (A.A. 2017/2018) How to cope with the effective lower bound and a low neutral rate: a comparison of alternative monetary policy strategies. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Pierpaolo Benigno, pp. 152. [Master's Degree Thesis]
Appodia, Jacopo (A.A. 2017/2018) VIX and VSTOX futures, short selling and arbitrage strategies. Tesi di Laurea in Equity markets and alternative investments, LUISS Guido Carli, relatore Paolo Vitale, pp. 90. [Master's Degree Thesis]
Topazio, Diletta (A.A. 2017/2018) An ambiguity analysis under heterogeneity with a Bayesian spin. Tesi di Laurea in Microeconomic analysis, LUISS Guido Carli, relatore Giovanni Ponti, pp. 114. [Master's Degree Thesis]
Bragaglia, Erika (A.A. 2017/2018) La gestione del rischio di tasso di interesse del banking book: evidenze dalle banche italiane. Tesi di Laurea in Economia e gestione degli intermediari finanziari (corso progredito), LUISS Guido Carli, relatore Domenico Curcio, pp. 180. [Master's Degree Thesis]
Antonelli, Beatrice (A.A. 2017/2018) Euro carry trade and downside market risk. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 47. [Master's Degree Thesis]
2018/2019
Aquila, Martina (A.A. 2018/2019) Montecarlo and value at risk: empirical evidence from the Italian stock market. Tesi di Laurea in Mathematical methods for economics and finance, Luiss Guido Carli, relatore Gennaro Olivieri, pp. 284. [Master's Degree Thesis]
Genovese, Carmelo (A.A. 2018/2019) An empirical analysis on the effects of uncertainty in the Italian economy. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Pierpaolo Benigno, pp. 77. [Master's Degree Thesis]
Simone, Luca (A.A. 2018/2019) An advanced application of Black-Litterman. Tesi di Laurea in Asset management, Luiss Guido Carli, relatore Saverio Massi Benedetti, pp. 74. [Master's Degree Thesis]
Aruanno, William (A.A. 2018/2019) Bolle finanziarie ed esuberanza dei mercati: un'analisi della volatilità. Tesi di Laurea in Economia del mercato mobiliare, Luiss Guido Carli, relatore Emilio Barone, pp. 95. [Master's Degree Thesis]
Bonomo, Francesco (A.A. 2018/2019) La modellizzazione dei depositi a vista nella gestione del rischio di tasso di interesse delle banche. Tesi di Laurea in Economia e gestione degli intermediari finanziari (corso progredito), Luiss Guido Carli, relatore Domenico Curcio, pp. 88. [Master's Degree Thesis]
Cortellesi, Eduardo (A.A. 2018/2019) The idiosyncratic volatility puzzle. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 75. [Master's Degree Thesis]
2019/2020
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]
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]
Nopor, Fabio (A.A. 2019/2020) A journey in realized variance: modeling, forecasting and variance risk premium. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 83. [Master's Degree Thesis]
Sartori, Sofia (A.A. 2019/2020) Friedrich von Hayek e la denazionalizzazione della moneta: il contributo delle valute digitali alla realizzazione del progetto hayekiano. Tesi di Laurea in Economia del mercato mobiliare, Luiss Guido Carli, relatore Emilio Barone, pp. 130. [Master's Degree Thesis]
Carluccio, Giorgio Cesare (A.A. 2019/2020) Empirical evidence on PPP deviations' persistence. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 45. [Master's Degree Thesis]
Gargiulo, Valeria (A.A. 2019/2020) Secular stagnation and market power. Tesi di Laurea in Macroeconomic analysis, Luiss Guido Carli, relatore Pietro Reichlin, pp. 42. [Master's Degree Thesis]
2020/2021
Figliolini, Francesco Maria (A.A. 2020/2021) Le diverse forme di finanziamento di un'operazione di M&A: un'analisi empirica sul settore bancario americano. Tesi di Laurea in Finanza aziendale avanzato, Luiss Guido Carli, relatore Arturo Capasso, pp. 122. [Master's Degree Thesis]
Gentili, Linda (A.A. 2020/2021) Deep learning for asset managers: drivers that move Ferrari on Wall Street. Tesi di Laurea in Course of corporate Finance, Luiss Guido Carli, relatore Emilio Barone, pp. 154. [Master's Degree Thesis]
Gengo, Gianluca (A.A. 2020/2021) Analisi macroeconomia dell'impatto del Covid-19 mediante un modello DSGE. Tesi di Laurea in Teoria e politica monetaria, Luiss Guido Carli, relatore Giorgio Di Giorgio, pp. 116. [Master's Degree Thesis]
2021/2022
Chiaverini, Andrea (A.A. 2021/2022) Reinforcement learning for algorithmic trading: DDQN. Tesi di Laurea in Econometria per la finanza, Luiss Guido Carli, relatore Federico Carlo Eugenio Carlini, pp. 132. [Master's Degree Thesis]
Perri, Alessandro (A.A. 2021/2022) Le sorprese inflazionistiche sono associate a cambiamenti di regime del tasso di cambio BTC/USD? Tesi di Laurea in Econometria per la finanza, Luiss Guido Carli, relatore Federico Carlo Eugenio Carlini, pp. 146. [Master's Degree Thesis]
Cinque, Riccardo (A.A. 2021/2022) Does information impact acceptability and support for green policies? Rhetoric vs action. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 108. [Master's Degree Thesis]
Parigi, Eugenio (A.A. 2021/2022) The role of credit in the green transition. Tesi di Laurea in Banking & financial intermediation, Luiss Guido Carli, relatore Andrea Polo, pp. 74. [Master's Degree Thesis]
Giordano, Francesco (A.A. 2021/2022) Routing games, information and learning. Tesi di Laurea in Mathematical statistics, Luiss Guido Carli, relatore Marco Scarsini, pp. 73. [Master's Degree Thesis]
Mammetti, Veronica (A.A. 2021/2022) Climate risk management for sustainable sovereig debt financing. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 48. [Master's Degree Thesis]
Altieri, Leonardo (A.A. 2021/2022) Conditional cooperation in public good games: comparative literature review and evidence from nonlinear experiments. Tesi di Laurea in Experimental and behavioural economics, Luiss Guido Carli, relatore Daniela Teresa Di Cagno, pp. 119. [Master's Degree Thesis]
Forino, Angelo (A.A. 2021/2022) Volatility and liquidity nexus in cryptocurrency markets. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 35. [Master's Degree Thesis]
2022/2023
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]
Siniscalco, Giulio (A.A. 2022/2023) Dynamic rebalancing model applied to the all weather portfolio. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Marco Morelli, pp. 86. [Master's Degree Thesis]
Magnani, Federico (A.A. 2022/2023) Design and analysis of constant function market makers. Tesi di Laurea in Mathematical methods for finance, Luiss Guido Carli, relatore Fausto Gozzi, pp. 146. [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]
Zannella, Alessandra (A.A. 2022/2023) Reddit sentiment and the US stock market: a deep learning based analysis. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 64. [Master's Degree Thesis]
Ciliberti, Francesco (A.A. 2022/2023) Dynamic network in high dimension: the case of cryptoassets. Tesi di Laurea in Econometria per la finanza, Luiss Guido Carli, relatore Federico Carlo Eugenio Carlini, pp. 95. [Master's Degree Thesis]
Michetti, Marzia (A.A. 2022/2023) Factor-MIDAS per forecasting sul PIL italiano. Tesi di Laurea in Econometria per la finanza, Luiss Guido Carli, relatore Federico Carlo Eugenio Carlini, pp. 72. [Master's Degree Thesis]
Miroshnichenko, Anastassiya (A.A. 2022/2023) How firms adjust their investment strategies during financial crises. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Andrea Polo, pp. 41. [Master's Degree Thesis]
Alvisi, Chiara (A.A. 2022/2023) Una politica monetaria sostenibile per l'era digitale: la proposta di una CBDC-optimal rule. Tesi di Laurea in Teoria e politica monetaria, Luiss Guido Carli, relatore Giorgio Di Giorgio, pp. 119. [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]