Thesiss

This study empirically compares the performance of risk parity (RP) investment strategy with other common investment strategies, resulting either from mean variance theory (MVT) - tangent and minimum variance portfolios - or naïve investments such as the 60/40 or the homogeneous…

This dissertation includes three working papers showing my research on the macroeconomic impact of uncertainty and bubbles. The first two papers look at uncertainty shocks in a dynamic stochastic general equilibrium framework, while the last one focuses on economic bubbles and c…