Equity forecasting in optimal allocation: a comparison of Markowitz and Black-Litterman in the European market

Bartolucci, Pietro (A.A. 2023/2024) Equity forecasting in optimal allocation: a comparison of Markowitz and Black-Litterman in the European market. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 53. [Master's Degree Thesis]

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Abstract/Index

Literature review. Markowitz model. Black-Litterman model. Forecasting returns. Methodology and data. Features. Regression analysis. Portfolio risk measures.

References

Bibliografia: pp. 47-48.

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: Risk management
Thesis Supervisor: Penza, Daniele
Thesis Co-Supervisor: Morelli, Giacomo
Academic Year: 2023/2024
Session: Autumn
Additional Information: Tesi discussa all'estero.
Deposited by: Alessandro Perfetti
Date Deposited: 22 May 2025 07:40
Last Modified: 22 May 2025 07:40
URI: https://tesi.luiss.it/id/eprint/42175

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