Portfolio diversification under market stress: evaluating its effectiveness during financial crises
Furnari, Maria Eugenia (A.A. 2024/2025) Portfolio diversification under market stress: evaluating its effectiveness during financial crises. Tesi di Laurea in Capital markets, Luiss Guido Carli, relatore Paolo Vitale, pp. 62. [Bachelor's Degree Thesis]
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Abstract/Index
Literature review on portfolio diversification. Theoretical foundations of diversification. Empirical findings on diversification. The role of correlations. Gaps in the literature and the rationale for reassessing divers. Understanding financial crises and their impact on markets. Covid-19 market crash and its effects on portfolios. Data and methodology. Data collection. Analytical framework. Stress testing and scenario analysis. Correlation analysis across market regimes. Methodological framework for correlation analysis across market regimes. Visual and statistical interpretation of heatmaps. Evidence of diversification breakdown during crisis. Evaluating gold as a diversification asset.
References
Bibliografia: pp. 57-59.
| 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: | 2024/2025 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 12 Nov 2025 15:03 |
| Last Modified: | 12 Nov 2025 15:03 |
| URI: | https://tesi.luiss.it/id/eprint/43782 |
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