Dynamic rebalancing model applied to the all weather portfolio
Siniscalco, Giulio (A.A. 2022/2023) Dynamic rebalancing model applied to the all weather portfolio. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Marco Morelli, pp. 86. [Master's Degree Thesis]
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Abstract/Index
Portfolio theory. Modern portfolio theory. Risk parity portfolio theory. Metrics description. Empirical analysis. Bridgewater all weather portfolio. All weather’s philosophy. How the economic machine works. All weather asset allocation. All weather backtesting. Dynamic rebalancing model. Techniques differences. Data description. Rebalancing model used in the analysis and inputs description. Analysis of results. Results description. Asset allocation contribution by inputs. Suggestions for future research. P/E ratio. Inflation linked bonds.
References
Bibliografia: pp. 85-86.
| 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) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Equity markets and alternative investments |
| Thesis Supervisor: | Morelli, Marco |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Jun 2024 09:47 |
| Last Modified: | 30 Jul 2024 08:45 |
| URI: | https://tesi.luiss.it/id/eprint/38936 |
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