Machine learning portfolio optimization: hierarchical risk parity and modern portfolio theory
Bechis, Luca (A.A. 2019/2020) Machine learning portfolio optimization: hierarchical risk parity and modern portfolio theory. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 157. [Master's Degree Thesis]
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Abstract/Index
The development of modern portfolio theory. The hierarchical risk parity portfolio optimization. Empirical hierarchical risk parity portfolio analysis.
References
Bibliografia e sitografia: pp. 149-156.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Risk management |
| Thesis Supervisor: | Cerri, Francesco |
| Thesis Co-Supervisor: | Vulpiani, Marco |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Jan 2021 08:29 |
| Last Modified: | 18 Jan 2021 08:29 |
| URI: | https://tesi.luiss.it/id/eprint/28022 |
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