Sökning: "Stella El Masry"

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1. 1. Robo-Advisor portfolioperformance : Studying the effects of building an efficientportfolio from Value at Risk, ExpectedShortfall and Mean-Variance optimization

   Magister-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Författare :Tobias Brännvall; Stella El Masry; [2022]
   Nyckelord :Fintech; Robo-advisory; Innovation;

   Sammanfattning : In this research we conduct an in-depth examination of the several financial theories as well asevaluating different implementations of a hypothetical Robo-advisor and the correspondingperformance under market stress (COVID-19). Thus, we contribute a view on Robo-advisors’ benefitsand limitations, providing a foundation for better understanding its potential. LÄS MER