Luca Dell'Andrea | Università Ca' Foscari Venezia (original) (raw)
Uploads
Thesis Chapters by Luca Dell'Andrea
The purpose of this paper is to develop a particular portfolio investment strategy limiting its d... more The purpose of this paper is to develop a particular portfolio investment strategy limiting its downside risk, assuming low risk and maximizing its performance. This
kind of portfolio is suggested for Pension Funds or Insurance companies where their objective is to ensure a minimum annual return with a limited risk assumed or build portfolios with low risk assumed. The core financial asset of a pension fund and of an Insurance company is represented by fix income asset class. The idea is to develop a Dynamic Core-Satellite Portfolio using particular financial instruments called ETFs.
The Core component of this strategy is constituted Fix Income asset, instead the Satellite component might be constituting by equity, commodities or by fix income asset (but riskier and with different period of time). Building this portfolio, I will impose some constraint to the strategy that permit to safeguard the performance of the investor.
Papers by Luca Dell'Andrea
The purpose of this paper is to develop a particular portfolio investment strategy limiting its d... more The purpose of this paper is to develop a particular portfolio investment strategy limiting its downside risk, assuming low risk and maximizing its performance. This
kind of portfolio is suggested for Pension Funds or Insurance companies where their objective is to ensure a minimum annual return with a limited risk assumed or build portfolios with low risk assumed. The core financial asset of a pension fund and of an Insurance company is represented by fix income asset class. The idea is to develop a Dynamic Core-Satellite Portfolio using particular financial instruments called ETFs.
The Core component of this strategy is constituted Fix Income asset, instead the Satellite component might be constituting by equity, commodities or by fix income asset (but riskier and with different period of time). Building this portfolio, I will impose some constraint to the strategy that permit to safeguard the performance of the investor.