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: 19 May 2021 06:39
URI: https://tesi.luiss.it/id/eprint/29501

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