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Analysis of the income factor - the Portuguese vase
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This consulting project, Client risk profile – the Portuguese case, commissioned by BPI Asset
Management, investigates the most relevant factors affecting the risk aversion of Portuguese
investors. Using qualitative and quantitative research methods, we pinpoint the reasons why the
average Portuguese citizen tends to be excessively risk-averse compared to its European peers.
The quantitative analysis was based on our survey’s results. A multiple linear regression using
different factor variables allowed us to analyze the effect of each factor on the Portuguese
investor’s risk aversion and the correlation between them. After that, different portfolios were
designed for different risk profiles, maximizing return while respecting to the maximum
drawdown desired by the investors. In the end, a deeper dive on each factor is exposed for better
understanding on its effect on risk aversion.
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Income distribution Income disparities Bpi funds Funds allocation