Publication
Title
Selecting portfolio solutions based on the attitude towards loss
Author
Abstract
This article develops a framework to select financial investment products along the dimensions of return, risk, and loss. The focus is on investment products that combine allocations to various asset classes, so-called portfolio solutions. Many of such products express asymmetric return ambitions in their investment policy, which calls for other measures of comparison than mean and variance. The framework therefore builds on upside potential and downside risk and the balance between them as guidance for the clients attitude toward loss. The selection points clients to the investment that best fits their preferences and assists the financial advisor in making optimal use of a diversified product offering.
Language
English
Source (journal)
Journal of wealth management. - London
Publication
London : 2016
ISSN
1534-7524
Volume/pages
19:2(2016), p. 32-42
Full text (Publishers DOI)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 18.08.2016
Last edited 22.11.2016
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