Risk parity portfolio: a comparative analysis with traditional allocation strategies
Verdolini, Jacopo (A.A. 2023/2024) Risk parity portfolio: a comparative analysis with traditional allocation strategies. Tesi di Laurea in Capital markets, Luiss Guido Carli, relatore Paolo Vitale, pp. 39. [Bachelor's Degree Thesis]
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Abstract/Index
Traditional allocation strategies. Modern portfolio theory. Mean-variance optimization. Common traditional allocation strategies. The risk parity approach. Principles and rationale behind risk parity portfolios. Impacts of correlation on risk contributions. Empirical analysis. Analytics behind the construction of a risk parity portfolio. Analysis in the two asset case. Analysis in the multiple asset case.
References
Bibliografia: pp. 35-36.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Capital markets |
| Thesis Supervisor: | Vitale, Paolo |
| Academic Year: | 2023/2024 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Jun 2025 15:01 |
| Last Modified: | 24 Jun 2025 15:01 |
| URI: | https://tesi.luiss.it/id/eprint/42630 |
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