This project, conducted in May 2023, is a collaborative effort by Marco Contucci and Diego Cisbani as part of our university coursework.
In just 5 days, we conducted a comprehensive study on asset allocation using various techniques on selected stocks from the Italian stock market. The project's MATLAB codebase can be found in the \Code directory, and the formal report, prepared using LaTeX, is available in the PDF file named Report.pdf.
Our study focuses on asset allocation strategies, aiming to optimize investment portfolios with a particular emphasis on Italian stock market assets. We have explored various techniques and methodologies to create well-diversified portfolios for better risk management and returns.
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Code: This directory contains the MATLAB codebase for our project. It encompasses all the scripts and functions used in the implementation and analysis of asset allocation strategies.
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Report.pdf: The main project report, written in LaTeX, is available in this PDF file. It offers a detailed account of our project's objectives, methodologies, findings, and conclusions, including our research on asset allocation strategies.
If you have any questions or require further information about this project, please do not hesitate to contact us:
- Marco Contucci: marco.contucci@studio.unibo.it
- Diego Cisbani: diego.cisbani@studio.unibo.it
We appreciate your interest in our work and hope that this project contributes to your understanding of asset allocation strategies in the Italian stock market.