Banca de QUALIFICAÇÃO: ARTHUR CAVALCANTI LINS BAHIA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : ARTHUR CAVALCANTI LINS BAHIA
DATE: 03/10/2024
TIME: 11:00
LOCAL: remoto
TITLE:

ASSET ALLOCATION FOR INDIVIDUAL INVESTORS

KEY WORDS:

asset allocation, Portfolio Optimization, Markowitz Theory,
Mean-Maximum Drawdown;

 

PAGES: 50
BIG AREA: Engenharias
AREA: Engenharia de Produção
SUMMARY:

This work aims to develop an asset allocation model that reveals the
most appropriate investment strategy according to the objectives of the individual investor. THE
Based on this, this research will analyze aspects relevant to this development, as well as
the challenges of its deployment for different investment profiles. Sampling will be
conducted in a large financial institution in the division dedicated to providing financial services
asset allocation. The expected results point to better predictability of results
of investment according to the investor's purposes, a circumstance that reduces the condition of
uncertainty is considered relevant in long-term investments, allowing comfort for the
choice of asset allocation possibilities presented. Thus, the proposal is that ideas
such as Markowitz Theory, Hierarchical Trees and Mean-Maximum Drawdown give
support the structuring of the aforementioned model, allowing managers to make more informed decisions
well founded.

 

COMMITTEE MEMBERS:
Externo à Instituição - CARLOS ALBERTO DE JESUS MARTINHON - UFF
Interno - 1229030 - HELIO ROBERTO HEKIS
Presidente - 1777131 - MARIANA RODRIGUES DE ALMEIDA