Author(s):
Leal, Nuno Alexandre de Almeida 
Date: 2009
Persistent ID: http://hdl.handle.net/10400.5/2146
Origin: Repositório da UTL
Subject(s): Risk Profiling; Risk Perception; Risk Aversion
Document details
Risk profiling: perception and reality
Description
Retail banks classification of clients according to their risk profile has been a theme very much under discussion in the last few years. In this paper we aim to investigate, for the affluent and private banking client segment, if the perception that people have of their risk profile effectively corresponds to their real risk profile as given by a measure of historical volatility. In addition, we analyze, on the real portfolio of financial investments, the impact of each of the following factors in regard to people's attitude towards risk: age, gender, degree of education, financial situation and investment experience. Mestrado em Finanças
Retail banks classification of clients according to their risk profile has been a theme very much under discussion in the last few years. In this paper we aim to investigate, for the affluent and private banking client segment, if the perception that people have of their risk profile effectively corresponds to their real risk profile as given by a measure of historical volatility. In addition, we analyze, on the real portfolio of financial investments, the impact of each of the following factors in regard to people's attitude towards risk: age, gender, degree of education, financial situation and investment experience. Mestrado em Finanças
Document Type
Master Thesis
Language English
Advisor(s) Duque, João; Silva, João Andrade e
Language English
Advisor(s) Duque, João; Silva, João Andrade e
