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Client risk profile – the Portuguese case effect of wealth and health factors on the investor´s risk profile
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| 3.16 MB | Adobe PDF |
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This consulting project, Client risk profile – the Portuguese case - Effect of wealth and health
factors on the investors’ risk profile, commissioned by BPI Asset Management, investigates
the most relevant factors that determine the risk aversion of Portuguese investors. Using
qualitative and quantitative research methods, we demonstrate why the average Portuguese
citizen tends to be excessively risk-averse compared to their European peers. The quantitative
analysis was based on our survey’s results. A multiple linear regression using various factor
variables allowed us to analyze the effect of each factor on the Portuguese investor’s risk
aversion and the correlation between them. Next, individual portfolios were designed for the
different risk profiles, maximizing return while respecting the maximum drawdown desired
by the investors and calculating the VaR. The individual component focuses on a deeper way
on the effect of wealth and health on the investor’s risk profile and analyses the different
existing types of wealth and health and the ones that are more impactful.
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Palavras-chave
Risk profile Wealth factor Health factor Portfolio allocation Investing Risk aversion