Bocconi Students Association
The Passive Fund is composed by a number of Exchange Traded Funds selected by Minerva Investment Management Society, reflecting the output of the research of the Passive Portfolio Team. These ETFs aim to replicate as closely as possible the performance of a basket of securities with specific common properties, thus...
EVT is a branch of Statistics that deals with extreme deviations from the median of probability distributions. This theory tries to give a description for heavy tailed distributions like the ones of financial markets. In this report we are going to review and implement two...
As 2020 is approaching to end, it is natural to look back and examine how this challenging year affected our lives and brought new disruptive forces in our society and economy. From an investor perspective, the Covid-19 pandemic was an extraordinary experience in terms of...
MIMS – Multi Asset Global Opportunities Fund is an actively-managed fund by Minerva Investment Management Society targeting long term capital appreciation. The ultimate goal of this Fund is to achieve long term growth whilst controlling volatility. To that end, this portfolio comprises a multitude of...
MIMS - Diversified Passive Selection Fund is composed by a range of Exchange Traded Funds selected by Minerva Investment Management Society. These ETFs aim to replicate as closely as possible the performance of a basket of securities with specific common properties, thus being effective instruments...
MIMS – Long-Short Equity Fund is an actively-managed fund by Minerva IMS, based on a zero-net investment «multi-factor» strategy.The long-short structure implies market neutral exposure and limited correlation to the main market indexes while the investment strategy is based on a «multi-factor» quantitative proprietary model...
Since the outbreak of the COVID-19 to the country lockdowns, many analysts compared the current crisis to the one of 2008. In this article we analyse and compare the two market turmoils from a risk management perspective and through python programming language. The quantitative analysis has...
Is Wall Street's "fear gauge" back? Here some interesting movements in the implied volatility curve of some heavily traded stocks....
Risk Management - Report #1 2019...
Risk Management - Report #1 2018...
Investment and risk strategy_PDF...
