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 |