Publicação
The role of dispersion into assets allocation
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Lameira, Pedro | |
| dc.contributor.author | Colella, Edoardo | |
| dc.date.accessioned | 2016-03-15T11:10:18Z | |
| dc.date.available | 2016-03-15T11:10:18Z | |
| dc.date.issued | 2016-01 | |
| dc.description.abstract | Dispersion of returns has gained a lot of attention as a measure to distinguish good and bad investment opportunities time. In the following dissertation, the cross-sectional returns volatility is analyzed over a fifteen year period across the S&P100 Index composition. The main inference drawn from the data sample is that the canonical measure of dispersion is highly macro-risk driven and therefore more biased towards returns volatility rather than its correlation component. | pt_PT |
| dc.identifier.tid | 201529572 | |
| dc.identifier.uri | http://hdl.handle.net/10362/16783 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Returns dispersion | pt_PT |
| dc.subject | Pairwise correlation | pt_PT |
| dc.subject | Volatility | pt_PT |
| dc.title | The role of dispersion into assets allocation | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |