Portfolio

OPTIMAL RISKY PORTFOLIO: CAPITAL ALLOCATION BETWEEN RISK-FREE AND RISKY ASSETS The optimal capital allocation is the goal of each investor. One way to form an optimal portfolio and maximise the investor’s utility is by maximising the Sharp ratio. This report uses monthly return data of the 10 major sectors in the ASX300 from January 2004 until December 2015. The analysis is based on the assumptions, that the investor has the possibility to borrow or lend money at the same risk-free rate of…

effect of the portfolio diet. Three intervention groups with different dietary advice was used: the control group with a low-saturated fat therapeutic diet, the routine dietary portfolio group with 2 clinic visits, and the intensive dietary portfolio group with 7 clinic visits (Jenkins and others 2011). The result showed a significant LDL-C reduction for both dietary portfolio groups compared with the control group. Moreover, there was no significant difference between two portfolio groups,…

The Robinson’s are a married couple that is planning of retiring in four years. Their taxable investment portfolio is invested 25% equity and 75% fixed income. They have not participated in any defined contribution plan and neither is eligible for a defined benefit plan. The Robinsons have a combined after-tax salary of $100,000. The couple has been able to meet expenses and keep up their home; however, they have not been able to travel to any extent. The Robinsons desire to maintain their…

use of real life tasks rather than contrived test items” (Jardine 252). Providing the criteria that make a test authentic, the author explains why portfolio assessments are authentic tests and what the teacher and student need to know before using a portfolio assessment as an authentic test. According to the author, the important purposes of portfolio are to show growth over time, to show process as well as product, to communicate with a student’s subsequent teacher, to create a collection of…

integration management is a strategic and project plan element to monitor the portfolio components by describing and coordinating the task through the project.…

Christidis, 2011). Keywords: Multifactor models, Fama-French model, CAPM, UK market, asset pricing 1. Introduction Financial decisions revolve around estimations of expected return or cost of equity for individual stocks. Decisions that relate to portfolio management, performance…

securities would result in a lower beta for the new portfolio. The new portfolio beta will be a weighted average of the individual security betas in the portfolio; the presence of the risk-free securities would lower that weighted average. q. The comment is not correct. Although the respective standard deviations and expected returns for the two securities under consideration are equal, the covariances between each security and the original portfolio are unknown, making it…

current portfolio. We believe you have done a great job monitoring your investments. You have several different retirement accounts and you were proactive in getting these accounts invested early. You also have a variety of funds in each account. We would like to make a few recommendations to reflect your risk tolerance, risk capacity and risk need. Portfolio Analysis: We have observed some areas of improvements we would like to discuss related to your investments and portfolio. o…

Using international stocks can actually reduce risk in a stock portfolio because international equities do not move in a perfect alignment with domestic equities (Swedroe, 2010). Most advisors do agree that diversifying into international stocks is an important key to a successful portfolio. However, according to the Novel Investor (2015), global diversification did not protect investors when there where short-term market falls…

In this book, he mentions a lot about how to manage a portfolio and analyses of assets class, which is very helpful. There is a total of 13 chapters that I went over in the book. Everything started with the first chapter which is about the basis of asset allocation. In this chapter, he mentions about key concepts…