Construction of an information-shock-resilient portfolio: integration of GARCH forecasts and LLM signals within the Black-Litterman framework
| dc.contributor.advisor | Семко, Роман | uk_UA |
| dc.contributor.author | Тарасов, Арсен | uk_UA |
| dc.date.accessioned | 2026-07-01T10:12:40Z | |
| dc.date.available | 2026-07-01T10:12:40Z | |
| dc.date.issued | 2026 | |
| dc.description.abstract | The primary aim of the present research is to develop, validate and empirically examine the most efficient methodology for managing an asset portfolio. | en_US |
| dc.identifier.uri | https://ekmair.ukma.edu.ua/handle/123456789/40449 | |
| dc.language.iso | en | en_US |
| dc.status | first published | en_US |
| dc.subject | Black-Litterman framework | en_US |
| dc.subject | portfolio management | en_US |
| dc.subject | portfolio optimization | en_US |
| dc.subject | Markowitz model | en_US |
| dc.subject | master's thesis | en_US |
| dc.title | Construction of an information-shock-resilient portfolio: integration of GARCH forecasts and LLM signals within the Black-Litterman framework | en_US |
| dc.title.alternative | Побудова стійкого до інформаційних шоків портфеля: інтеграція GARCH прогнозів та сигналів LLM у рамках моделі Блека-Літтермана | uk_UA |
| dc.type | Other | en_US |