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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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.


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


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