Robo advisory: a Black Litterman model for portfolio allocation
Roscioli, Vladimir (A.A. 2019/2020) Robo advisory: a Black Litterman model for portfolio allocation. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Saverio Massi Benedetti, pp. 103. [Master's Degree Thesis]
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Abstract/Index
Robo advice-a great innovation in asset management. Financial services. Robot advisors technologies. Regulation and supervision. Literature review. Quantitative investing background. Portfolio management. Modern portfoio theory. Multifactor models. Quantitative approach: from Markowitz to Black-Litterman. Testing robo-advisory through the BL model. ETFs selection-a detailed analysis. BL application with six ETFs. The mathematical formalization of the model.
References
Bibliografia e sitografia: pp. 88-91.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Advanced corporate finance |
| Thesis Supervisor: | Massi Benedetti, Saverio |
| Thesis Co-Supervisor: | Capasso, Arturo |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 19 May 2021 06:39 |
| Last Modified: | 14 Sep 2023 10:57 |
| URI: | https://tesi.luiss.it/id/eprint/29501 |
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