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Portfolio optimisation and experts’ recommendations

Vanderstichelen, Quentin
(2022)

Files

Vanderstichelen_79151700_2022.pdf
  • UCLouvain restricted access
  • Adobe PDF
  • 2.09 MB

Details

Supervisors
Vrins, Frédéric
Faculty
Louvain School of Management
Degree label
Master [120] : ingénieur de gestion, à finalité spécialisée
Abstract
This essay aims to address a solution to the two-step selection and optimisation process of financial assets for a stock’s portfolio. To avoid degrading the model optimum, a one-step selection and optimisation is designed to obtain better result. The benefit of this new model is to keep assets that are beforehand less performing but, in the end, can further optimise the portfolio’s yield.