PORTFOLIO INSURANCE STRATEGIES: An empirical analysis of a frontier market - the Vietnamese case

DSpace/Manakin Repository

Show simple item record

dc.contributor.advisor Basso, Antonella it_IT
dc.contributor.author Trieu, Tien Dat <1991> it_IT
dc.date.accessioned 2017-06-21 it_IT
dc.date.accessioned 2017-09-29T13:01:28Z
dc.date.available 2017-09-29T13:01:28Z
dc.date.issued 2017-07-06 it_IT
dc.identifier.uri http://hdl.handle.net/10579/10799
dc.description.abstract In this Thesis, we introduce the basic mechanism of the most popular Portfolio insurance strategies and make an extensive comparison among them according to main aspects. Furthermore, we proceed Monte Carlo and historical simulations to compare the merits of these aforementioned strategies in a case of a frontier market - Vietnamese stock market. it_IT
dc.language.iso en it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Tien Dat Trieu, 2017 it_IT
dc.title PORTFOLIO INSURANCE STRATEGIES: An empirical analysis of a frontier market - the Vietnamese case it_IT
dc.title.alternative PORTFOLIO INSURANCE STRATEGIES: An empirical analysis of a frontier market - the Vietnamese case it_IT
dc.type Master's Degree Thesis it_IT
dc.degree.name Economia - economics it_IT
dc.degree.level Laurea magistrale it_IT
dc.degree.grantor Dipartimento di Economia it_IT
dc.description.academicyear 2016/2017 sessione estiva it_IT
dc.rights.accessrights openAccess it_IT
dc.thesis.matricno 861160 it_IT
dc.subject.miur SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE it_IT
dc.description.note it_IT
dc.degree.discipline it_IT
dc.contributor.co-advisor it_IT
dc.date.embargoend it_IT
dc.provenance.upload Tien Dat Trieu (861160@stud.unive.it), 2017-06-21 it_IT
dc.provenance.plagiarycheck Antonella Basso (basso@unive.it), 2017-07-03 it_IT


Files in this item

This item appears in the following Collection(s)

Show simple item record