Asset allocation and portfolio optimisation: focus on cryptocurrencies
Fiorino, Luca (A.A. 2020/2021) Asset allocation and portfolio optimisation: focus on cryptocurrencies. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 89. [Master's Degree Thesis]
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Abstract/Index
The technology behind cryptocurrencies. Bitcoin. Ethreum. Crix. Asset classes and their proxies. Crypto trends. Classification of cryptocurrencies. Cryptocurrencies as an asset class. The seven requirements of an asset class. Results. Portfolio optimisation. Theory behind portfolio optimisation. Deep leraning and crypto prices prediction. Review of literature. Gated recurrent unit (GRU) model. Evaluation matrix. Dataset.
References
Bibliografia e sitografia: pp. 55-59.
| 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: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2020/2021 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jul 2022 10:26 |
| Last Modified: | 21 Jul 2022 10:26 |
| URI: | https://tesi.luiss.it/id/eprint/32917 |
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