Browsing Archivio delle tesi by Ph.D. or Bachelor Series "Economia e finanza - economics and finance"

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Browsing Archivio delle tesi by Ph.D. or Bachelor Series "Economia e finanza - economics and finance"

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  • Sulla distorsione della frontiera efficiente dei portafogli: analisi delle ipotesi di normalità ed indipendenza 
    Bresolin, Enrico <1993> (Università Ca' Foscari Venezia, 2017-10-30)
    Lo sviluppo teorico dell'approccio media-varianza negli investimenti azionari, e della successiva frontiera efficiente da parte di Harry Markowitz ha costituito e costituisce tutt'oggi un punto chiave nello studio della ...
  • Systemic Risk Measures 
    Scquizzato, Gianmarco <1989> (Università Ca' Foscari Venezia, 2017-03-14)
    Considering the effects generated by the recent financial crisis, and, given the ease with which a situation of financial distress caused impact beyond and outwith financial system, the concept of systemic risk has gained ...
  • The analysis of Credit Value Adjustment in theory and practice 
    Crosato, Alessia <1993> (Università Ca' Foscari Venezia, 2018-11-05)
    This thesis aims to provide an overview of Credit Valuation Adjustment (CVA) in theory and practice. First of all, the historical background is presented in order to better understand the development and the importance of ...
  • The Black-Litterman model: an application for strategic asset allocation 
    Buoso, Edoardo <1991> (Università Ca' Foscari Venezia, 2018-11-07)
    The Black-Litterman model is a method to construct a well-diversified portfolio of financial assets consistently with manager’s views, in the attempt to outperform the market. In the context of mean-variance analysis as ...
  • The CAC 40 in 2015: the ghost of a bubble 
    Barrau, Thomas <1990> (Università Ca' Foscari Venezia, 2015-06-29)
  • THE CAUSALITY BETWEEN INCOME INEQUALITY AND PRIVATE SECTOR INDEBTEDNESS 
    Mezuraj, Esiona <1990> (Università Ca' Foscari Venezia, 2017-07-06)
    In the three decades leading up to the financial crisis of 2008/2009, income inequality rose across most of the developed world. The causes of growing income gaps are complex and reflect both economic and social changes. ...
  • The determinants of cocoa supply in Ghana 
    Ernst, Felix <1991> (Università Ca' Foscari Venezia, 2019-10-28)
    This thesis elaborates the determinants of cocoa supply in Ghana. It takes a detailed look on the history of cocoa production with a focus on Ghana, the institutional setup in Ghana and analyses changing factors and ...
  • The evolution of systemic risk and market sentiment: the case of the Eurozone 
    Zambelli, Cecilia <1993> (Università Ca' Foscari Venezia, 2018-03-22)
    The purpose of this thesis is to discuss one of the main challenge that Risk Management is facing nowadays, which is the market sentiment as main actor in the financial market and driver of the investors’ perception of ...
  • The Evolution of Wealth Management: Transformation and Innovation of Robo Advisory 
    Reddavide, Luca <1993> (Università Ca' Foscari Venezia, 2018-07-03)
    The main ambition of this work is to present and outline in the most effective way possible the ongoing transformation of wealth management industry. Primary emphasis is placed on the digitalization that is hitting the ...
  • The Financial stability board: nature and role in the financial architecture under international law 
    Sabbadin, Sara <1992> (Università Ca' Foscari Venezia, 2016-11-04)
    This thesis focuses on the Financial Stability Board (FSB), its nature and role in the financial architecture under international law. At the beginning it describes the passage from the Financial Stability Forum to the ...
  • THE IMPACT OF CAPITAL STRUCTURE ON THE FINANCIAL PERFORMANCE OF FIRMS: EVIDENCE FROM ITALY 
    Khan, Shehryar <1991> (Università Ca' Foscari Venezia, 2017-07-10)
    Despite the theories regarding the capital structure decision and the work done in this area starting from the Modigliani and Miller (1958) we still don’t see any clear picture on which the best capital structure is for a ...
  • THE IMPACT OF DERIVATIVES HEDGING ON FIRM VALUE "THE SINGAPORE CASE STUDY" 
    Trinh, Thi Mai Thao <1986> (Università Ca' Foscari Venezia, 2017-10-23)
    The number of firms using derivatives to hedge their risks has been increasing from the 1970s until now. Although numerous empirical analyses examined the impact of using derivatives on the company’s value, there is still ...
  • The impact of temporal utility evaluation and changes of loss distribution on optimal prevention 
    Kalkert, Felix Peter <1990> (Università Ca' Foscari Venezia, 2017-03-09)
    Prevention or Self-Protection is an activity that reduces the probability of the occurrence of an hazardous event. However, it comes at a cost, either because of money or free time one has to spent. Thus, the question ...
  • The Laplace Transform in option pricing 
    Ruggeri, Roberta <1990> (Università Ca' Foscari Venezia, 2016-03-08)
    The principal aim of the dissertation is to explain the pricing of the most used options under the BSM model using the Laplace Transform and providing MATLAB codes for the implementation of the obtained theoretical ...
  • The Macroeconomic Effects of ECB's Unconventional Monetary Policies 
    Bonora, Roberto <1991> (Università Ca' Foscari Venezia, 2017-03-10)
    The aim of this thesis is to investigate on the effects of the unconventional monetary policies proposed by the European Central Bank on the Euro Area, with a specific regard to France, Germany, Greece, Italy, Portugal and ...
  • The mean-variance framework: is there a superior portfolio selection strategy? 
    Desimio, Simone <1991> (Università Ca' Foscari Venezia, 2016-03-08)
    More than 60 years has passed since Markowitz introduced the mean-variance framework for selecting optimal investment portfolios, but it has remained actual until nowadays. Despite its theoretical attractiveness, however, ...
  • THE PERFORMANCE OF MUTUAL FUND IN SOUTHEAST ASIA EMERGING MARKETS 
    Pham, Thi Phuong Thao <1990> (Università Ca' Foscari Venezia, 2017-07-10)
    A flourish of mutual funds in the whole financial market recently is attributable to its significant benefits for investors in diversification and risk management. Furthermore, mutual funds play essential role in maintaining ...
  • The Portfolio Insurance in the ETFs Market: analysis and application of asset allocation strategies 
    Franceschetto, Giulio <1993> (Università Ca' Foscari Venezia, 2018-07-05)
    This thesis explores the portfolio insurance theory in relation to the exchange-traded funds market. After its inception, between the late 1970s and the early 1980, the portfolio insurance met a rapid growth alongside the ...
  • The Role of the FATF in the Fight against Money Laundering 
    Bosma, Benedetta <1992> (Università Ca' Foscari Venezia, 2017-10-27)
    This thesis examines the concept of "money laundering" and analyzes the theoretical and actual role its regulation plays in dealing with the problem, focusing on the Financial Action Task Force for money laundering and ...
  • THE THEORY OF THE 4pm: HOW TO TRADE ON OPENING BREAKOUTS. 
    Crosato, Martina <1989> (Università Ca' Foscari Venezia, 2015-10-26)
    L'obiettivo della tesi, la cui idea nasce non come critica ma come futuro diverso spunto che si va ad aggiungere alla vasta letteratura riguardante il range dei breakouts di apertura, è quello di dimostrare che si può fare ...