Optimization methods applied to portfolio selection problems

Return and risk balance concept

In this thesis many risk-based asset allocation models are compared, focusing particularly on the Risk Parity strategy. Risk Parity is an allocation method used to build diversified portfolios that does not rely on any assumptions of expected returns, thus placing risk management at the heart of the strategy

Candidate: Federico D’Amato

Image credits: https://blog.folioinvesting.com/wp-content/uploads/2014/09/risk-return2.jpg

 Graduated April 2016