Risk Factor Model Portfolios for Retail Investors

散户投资者的风险因素模型投资组合

• 批准号: 1931289
• 金额: --
• 依托单位: University of Southampton
• 依托单位国家: 英国
• 项目类别: Studentship
• 财政年份: 2017
• 资助国家: 英国
• 起止时间: 2017 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=studentship-1931289
• 关键词: Risk; Factor; Model; Portfolios; Retail

The aims of the project are to: (i) develop a state-of-the-art bespoke multi-factor risk model to assess risk profiles of financial assets and mutual funds; (ii) utilise state-of-the-art machine learning and agent-based modelling techniques to identify the least-cost means of creating asset portfolios which match investors' risk -appetite and (iii) create a novel methodology for combining macro-level forecasts for asset classes, geographic regions and investment styles within a risk-controlled framework.

该项目的目标是：㈠开发一个最先进的定制多因素风险模型，以评估金融资产和共同基金的风险状况;（ii）利用最先进的机器学习和基于代理的建模技术，以确定建立资产组合的最低成本方法，以匹配投资者的风险偏好，以及（iii）创建一个新的方法，以结合资产类别的宏观预测，在风险控制框架内的地理区域和投资风格。