title
Sektoripõhiste ETF-portfellide optimeerimine Euroopa aktsiaturul
Optimization of sector-based ETF portfolios in the European stock market
author
Silberg, Rait
keywords
hierarhiline riskipariteet
ETF-id
portfelli optimeerimine
riskiga korrigeeritud tootlus
Euroopa aktsiaturg
magistritööd
hierarchical risk parity
ETF-s
portfolio optimization
risk-adjusted return
European stock market
masters theses
supervisor
Tapver, Triinu
study program
Ärirahandus ja majandusarvestus
Finance and Accounting
defence date
05.06.2026
language
est
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
majandusteaduskond
School of Business and Governance
department / college
majandusanalüüsi ja rahanduse instituut
Department of Economics and Finance