Algorithm for portfolio construction: a practical case

Luchetti, Pierpaolo (A.A. 2021/2022) Algorithm for portfolio construction: a practical case. Tesi di Laurea in Computational tools for finance, Luiss Guido Carli, relatore Valerio Marchisio, pp. 68. [Master's Degree Thesis]

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ESG: scores and main approaches in portfolio decision–making. Scores overview and structures. Higher ESG score means higher return, empirical evidence. Higher ESG score doesn’t mean higher return, empirical evidence. ESG analysis and portfolio construction. Empirical analysis on ESG factors. Statistic measures and portfolio construction. Algorithm for portfolio optimization. Portfolio optimization. Results.


Bibliografia: pp. 54-56.

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: Computational tools for finance
Thesis Supervisor: Marchisio, Valerio
Thesis Co-Supervisor: Papi, Marco
Academic Year: 2021/2022
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 24 Jan 2023 13:42
Last Modified: 24 Jan 2023 13:42


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