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Analysis of the income factor - the Portuguese vase

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Resumo: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.
Autores principais:Pite, Teresa Palma
Assunto:Income distribution Income disparities Bpi funds Funds allocation
Ano:2023
País:Portugal
Tipo de documento:dissertação de mestrado
Tipo de acesso:acesso aberto
Instituição associada:Universidade Nova de Lisboa
Idioma:inglês
Origem:Repositório Institucional da UNL

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