Investment policy statement : name of the client : Mr. & Mis. Harris

Detalhes bibliográficos
Autor(a) principal: Dulle, Joshua
Data de Publicação: 2023
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/29047
Resumo: Mestrado Bolonha em Finanças
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spelling Investment policy statement : name of the client : Mr. & Mis. HarrisAsset ManagementModern Portfolio TheoryIPSValue InvestingMonte-Carlo SimulationBalanced Investment StrategyCAPMMinimum-Variance OptimizationMestrado Bolonha em FinançasThis Investment Policy Statement (IPS) outlines a comprehensive investment plan tailored to Mr. & Mis. Harris, aimed at financing their retirement within 15 years of investment horizon. The plan combines value-investing principles and a balanced asset allocation approach based on Modern Portfolio Management and the investment philosophies of Munger and Buffet, mitigating risk exposure align to the clients’ risk tolerance of moderate aggressive. The portfolio seeks investing partially in undervalued equities alongside risk-mitigating equities for capital appreciation and fixed-income products for capital preservation. The IPS incorporates various policies, including client evaluation, risk analysis, portfolio construction, and performance measurement and other governing standard investment policies following CFA recommendation. The IPS further discusses investment allocation strategies, risk analysis methods, and the overall balanced portfolio composition for a sample investment portfolio according to the outlined IPS. The use of metrics such as CAPM, MVO, and Monte Carlo simulations helps in assessing expected returns and several risk factors like Value-at-Risk. The IPS also emphasizes the inclusion of Zero-Conditional-Beta Assets to manage risk exposure on equities.Instituto Superior de Economia e GestãoVieira, Pedro RinoRepositório da Universidade de LisboaDulle, Joshua2023-062023-06-01T00:00:00Z2024-04-16T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10400.5/29047engDulle, Joshua (2023). “Investment policy statement : name of the client : Mr. & Mis. Harris”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestãoinfo:eu-repo/semantics/embargoedAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-12-03T01:30:56Zoai:www.repository.utl.pt:10400.5/29047Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:39:19.558144Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Investment policy statement : name of the client : Mr. & Mis. Harris
title Investment policy statement : name of the client : Mr. & Mis. Harris
spellingShingle Investment policy statement : name of the client : Mr. & Mis. Harris
Dulle, Joshua
Asset Management
Modern Portfolio Theory
IPS
Value Investing
Monte-Carlo Simulation
Balanced Investment Strategy
CAPM
Minimum-Variance Optimization
title_short Investment policy statement : name of the client : Mr. & Mis. Harris
title_full Investment policy statement : name of the client : Mr. & Mis. Harris
title_fullStr Investment policy statement : name of the client : Mr. & Mis. Harris
title_full_unstemmed Investment policy statement : name of the client : Mr. & Mis. Harris
title_sort Investment policy statement : name of the client : Mr. & Mis. Harris
author Dulle, Joshua
author_facet Dulle, Joshua
author_role author
dc.contributor.none.fl_str_mv Vieira, Pedro Rino
Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Dulle, Joshua
dc.subject.por.fl_str_mv Asset Management
Modern Portfolio Theory
IPS
Value Investing
Monte-Carlo Simulation
Balanced Investment Strategy
CAPM
Minimum-Variance Optimization
topic Asset Management
Modern Portfolio Theory
IPS
Value Investing
Monte-Carlo Simulation
Balanced Investment Strategy
CAPM
Minimum-Variance Optimization
description Mestrado Bolonha em Finanças
publishDate 2023
dc.date.none.fl_str_mv 2023-06
2023-06-01T00:00:00Z
2024-04-16T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/29047
url http://hdl.handle.net/10400.5/29047
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Dulle, Joshua (2023). “Investment policy statement : name of the client : Mr. & Mis. Harris”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão
dc.rights.driver.fl_str_mv info:eu-repo/semantics/embargoedAccess
eu_rights_str_mv embargoedAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Instituto Superior de Economia e Gestão
publisher.none.fl_str_mv Instituto Superior de Economia e Gestão
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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