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FINM 3008/6016 Portfolio Construction
创建日期：2024-06-05 16:12:28
所属分类：金融Finance
标签： FINM 3008
Portfolio Construction

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Actuarial Studies and Statistics

FINM 3008/6016 Portfolio Construction
Assignment
General Instructions and Information
1. The assignment involves producing a report that offers portfolio construction advice
for a client based on specified circumstances and objectives. The assignment is to be
undertaken in groups of 4 to 6 students. All students must sign up for an assignment
group at Wattle by week 5. If you have to do the assignment as an individual task, you
need the lecturer’s approval to do so. All students within a group will be awarded the
same assignment grade, with no adjustments.
2. Assignment Summary
Weighting (%) 30% of course grade
Objectives • Build and submit quantitative/qualitative analysis models that are
appropriate for the client’s circumstances
• The models should be built based on client’s objectives and
constraints and be able to produce a matrix of portfolio measures
for further analysis
• Conduct analysis of asset allocation problem based on client’s
objectives and constraints
• Research potential aspects that the client is concerned about
• Write-up the portfolio construction advice and your analysis in a
report format
Marking Marking criteria attached at the end.
Required Sub-
missions
File 1: Final report in either Word or PDF format
File 2: Quantitative/qualitative analysis model(s) in Excel format
Page 2
Submission Re-
quirements
1. Online submission at Wattle. No hard copy or email submission is
accepted. Only one submission from each group is required.
2. Upload your files in Excel, Word or PDF format. Please note that
Wattle will not accept certain types of PDF files (such as pro-
tected PDF). If you plan to submit your report as a PDF file, it is
therefore strongly recommended that you attempt to do so well
in advance of the submission deadline, to ensure the format is
acceptable. When you submit Excel file, if possible, submit a
Windows based Excel file instead of a Mac version.
3. You must click “submit” to finalize the submission. No changes can
be made after submission. The submission link can only be re-
opened by the lecturer manually if you’d like to make changes
to your submitted files.
4. The usual assignment cover is not required for online submissions.
5. To correctly record your assignment marks, make sure you have
correctly signed up for an assignment group at Wattle.
6. All files submitted to be named as follows:
FINM(course code) Group (Letter) - (description)
Example 1: FINM3008 Group A - Model.xlsx
FINM3008 Group A - Report.docx
The maximum size of each file is 50MB.
Penalties and Extensions:
Late submissions of assignments are not accepted. Students will receive a mark of zero for the
assignment if it is submitted after the due date without the lecturer’s approval.
Page 3
Guidelines
1. The assignment should be written as a ‘business report’ by a consultant for their client.
It should be easily readable with most important messages upfront. The articles written
by industry practitioners and journalists provided in this course can be good guides to
writing in the portfolio construction context, for instance, their writing style, word
choice, “story-telling” and the way of using jargons that are easily understood by
readers with common-sense knowledge of the economy and financial market, etc.
2. The word limit for report is 3,000 words, which refers to the text contained in the body
and appendix (if there’s important analysis to support your recommendation in the
appendix). It excludes: title or contents page, tables, and any notes to tables that
describe the analysis or assumptions, figures, references. This word limit is “soft” in
nature. You won’t get penalty if getting over the limit with a small margin (i.e., within
10%). The message is that the word limit imposed should be sufficient for the
assignment. “Trimming” and “cutting” are part of the exercise that you have to do to
deliver your insights to your client within a page limit in business writing. In practice,
your clients are busy. It is always the best if you can deliver your main messages
within a short period of time.
3. Ideally the report should be ‘standalone’ for your client to understand the analysis and
the reasoning behind your recommendation. You should aim for the examiner not to
need to look at the Excel file to understand your report. Note: this doesn’t mean that
your examiner do not look at your Excel file. If the examiner needs to dig into the
models to understand your analysis, it would mean that the analysis is either poorly set
out, inadequately explained, or looks like it may be wrong.
4. Marks for ‘effectiveness of communication’ will reflect not only the appearance of the
report, but also the general ease by which the report can be read and the analysis and
messages can be understood. Try to use generous font sizes, ample paragraph
spacing and borders. Make sure that tables and charts are formatted and labelled well.
Make sure your sentences are coherent and arguments are sound. If the examiner is
left wondering about your main messages or what you have done, you will lose marks.
5. All sources should be acknowledged with proper referencing. Consistent Harvard
referencing style is required. The standard for proper referencing is that a third person
can replicate your analysis, if needed. You should not use any artificial intelligence
tools (e.g., ChatGPT) to write the report.
Page 4
THE ASSIGNMENT
Happicity Pension Plan Investment Board (HPPIB) is a defined contribution superannuation
fund for Happicity public sector employees with an AUM of $3 billion. HPPIB investment team is
headed by the CIO (Chief Investment Officer), Sarah Connor, who is in charge of the day-to-day
operations of the fund. Every five years, Sarah submits a Strategic Investment Plan (SIP) to the
board of trustees of HPPIB for approval. The most important purpose of the plan is to decide the
asset allocation of HPPIB for the next five years. This year, Sarah needs to prepare a new SIP
for the next five-year period. She has asked you, a team of asset allocation experts, to prepare
a report to help her draft the plan.
HPPIB has reached a mature stage with each year’s contributions to the plan approximately the
same as its outflows. The investors of HPPIB are Happicity public sector employees, who have
relatively stable income. For performance evaluation purpose, the board of HPPIB has elected a
benchmark portfolio, which is the average portfolio of similar pension funds. The board assumes
that the benchmark portfolio invests in each asset class passively, except for asset classes
without any passive investment option.
HPPIB currently invests in Australian Equity, International Equity (world and emerging market),
Fixed Income, Real Estate and Cash. Its investments in Australian Equities and International
Equities are actively managed by external investment teams, while its investments in other
asset classes are passively managed. Details about the current asset allocation have been
provided to you. Sarah also provides you the schedule of asset management fees that HPPIB
would pay for each type of investment.
Through the initial meeting with the CIO, you come to understand that in the report you need to
address the following issues:
1. Provide an independent assessment of HPPIB’s investment performance over the period of
June 2018 to June 2023. During the meeting, Sarah informed you that all external active
investment teams delivered similar performance as passive indexes before deducting any
fees during the past five years. Sarah also asks you to evaluate the performance of the fund
over longer horizons, such as over the past 10, 15, or 20 years, to determine whether the
fund’s performance is improving over time. The asset allocation over the past 20 years has
remained the same. In this exercise, assume that the fund’s portfolio is rebalanced monthly,
and rebalancing does not incur transaction costs.
2. Determine a new strategic asset allocation for the next five-year period with more efficient
risk-return trade-off so that the fund is better positioned to achieve its mission and
performance objectives. Sarah would like you to provide an overview of the characteristics
of each recommended asset class and explain how they might contribute to the portfolio
return and risk considering the specified objectives and constraints. She asks that practical
issues in constructing the portfolio are adequately addressed, for example, the availability of
some investments, liquidity considerations, and asset management costs.
3. The fund actually incurs transaction cost whenever it rebalances. Each time the fund
rebalances its portfolio, it pays a fixed cost of 2 bps of its total assets and a variable cost of
25 bps of total trading volume (i.e., the sum of buys and sells). Sarah is concerned about the
transaction costs and would like you to conduct a cost analysis of the current rebalancing
policy under the proposed asset allocation. The fund currently rebalances towards its target
Page 5
asset allocation every month. Does rebalancing monthly cost too much? Would you
recommend a quarterly rebalancing, annual rebalancing, or other rebalancing strategy?
When Sarah submits the SIP to the board for approval, HPPIB board members, consisting of
business executives of large companies and top-level public officers, always ask tough
questions to challenge the proposal. Therefore, Sarah asks that you support your
recommendations with numerical analysis detailing what outcomes they might expect from the
new portfolio and supplement numerical analysis with qualitative discussions or robustness
checks to add confidence to your recommendations. She also requires that you provide
additional explanations for any significant change in asset allocation relative to the current
allocation or the benchmark.
Sarah has specified the objectives and constraints of the fund as follows and asks you to
demonstrate that your recommendations meet these objectives and constraints as much as
possible:
(a) Five-year outcome: she wants the fund to generate the highest Sharpe ratio possible in five
years. She considers the fund’s investment horizon as long term and that focusing on the
end-result would most benefit its members.
(b) Absolute return target: she requires that the portfolio generates an annualized return at
least 3% above the expected inflation. You need to make your own assumptions about the
inflation rate over the next five years.
(c) Not losing money: she wants to limit the chance of the portfolio declining in value over 5
years (i.e., generating negative compound returns) to no more than 20%.
(d) Relative performance: she asks that the annualized tracking error of the fund versus the
benchmark to be no greater than 2%.
(e) Portfolio constraints: she asks that the allocation to equities, including all types of public
equities, should be within 15% range of the benchmark allocation. In order to maintain
flexibility, she asks that no more than 20% of the portfolio be invested in illiquid assets, and
that at least 2% of the portfolio remains invested in cash. No borrowing or short sales are
permitted.
Sarah has provided information to assist you in the Excel file: “Assignment Data S2 2023”. This
file includes: the current portfolio weights of the fund; portfolio weights of the benchmark;
historical levels of indexes for different asset classes of potential interest; and indicative
management fees for the fund. If you choose to include additional asset classes that are not
covered by the data file, you should find the most reliable data to support your recommendation.
Page 6
Following is the HPPIB Fact Sheet
Happicity Pension Plan Investment Board Fact Sheet
Mission Help members accumulate wealth during their work life
Performance
Objective
To achieve returns at least 3% above inflation (CPI) per annum over long
term (after investment-related expenses).
Investment
Strategy
To invest in a diversified portfolio of mainly growth assets, such as Australian
shares, international shares, properties, and some fixed income, alternative
assets, and cash.
Investment
Horizon
Long term, more than 10 years
Current Asset
Allocation
Asset Class
Performance
Benchmarks
Australian Shares: ASX 300 Index;
International Shares: MSCI International Shares Index, excl. Australia;
Fixed Income and Cash: Bloomberg Ausbond Composite Index and
Bloomberg Barclays World Aggregate Index;
Property: S&P/ASX 300 Property Trust Accumulation Index.
Historical
Performance
The performance of each asset class tracks their passive benchmark closely
over long term before fees (Therefore, the returns of the benchmarks can be
used as proxies to calculate the fund returns before fees).
Australian
shares, 40%
International
shares, 20%
Fixed income &
cash, 30%
Property, 10%
ASSET ALLOCATION AS OF LATEST MONTH END
Page 7
Guidance
Workshops
• Assignment workshops will be held through the semester until week 10.
• Please send me email of your questions regarding the assignment. I will collect the
questions and answer them at workshops. In this way I can avoid answering the same
question dozens of times.
• Please note you are expected to have reviewed all lecture, tutorial and workshop
materials and listened to all recordings before you come to consultations.
Some Helpful Hints
• Tutorials provide the foundation to conduct quantitative portfolio analysis in Excel. It’s
essential that you understand the concepts behind the numerical analysis of the first four
tutorials to start working on your assignment. Some specific issues discussed/analyzed
in tutorials are:
o Tutorial #2 – bootstrapping of future returns for a given portfolio - data-based is
performed, but parametric is shown (latter is mean-variance, iid); estimation of
various risk measures
o Tutorial #3 – M-V optimisation; solver; imposing expected returns on historical
data by adjusting the geometric mean (more relevant for generating target
returns over multiple periods)
o Tutorial #4 – choosing what data to use - measurement interval and time period
o Tutorial #5 – estimating the impact of asset allocation shifts on portfolio
measures; imposing expected returns on historical data by adjusting the
arithmetic mean using implied views (CAPM); parametric portfolio analysis
(mean-variance, single period)
o Tutorial #6 – estimating the impact of tilting strategy on portfolio measures;
calculation of 1-year and 3-year (rolling) returns using shorter interval data
• This assignment requires a fairly good understanding of the topics we discuss over the
semester and synthesizing the learnt theories and applications in solving a real world
problem. The assessment focuses on how well you customize the portfolio to serve
specific objectives and constraints of investors, which demonstrates the depth of your
understanding of the concepts covered in the course. The assignment is not assessed
based on how close your recommendation is to a “correct” set of asset allocation or how
well your recommended portfolio can hit the performance “target”. The detailed
requirements are set out in the Marking Guidelines at the end of the file.
• All of the numerical objectives and constraints set out for the portfolio are based on a 5-
year review window, which is not the investment horizon. All of the quantitative portfolio
measures that feed into your asset allocation analysis and the predicted portfolio
outcomes should be based on this 5-year window.
Page 8
• Fund objectives may be taken as targets, not hard constraints. Working towards the
intent of the stated objectives matters more than precisely meeting any stated rules.
That is, do not panic if you cannot hit the objectives exactly under your assumptions –
just do the best that you can for your client.
• You should consider using multiple methods to construct optimal portfolios, because
every method has its limitation and adopt multiple methods can improve the robustness
of your result. Methods that we have discussed include, but not limited to, imposing
weighting constraints, imposing tracking error constraint, Black and Litterman approach,
in-sample and out-of-sample analysis, fundamental risk approach, two stage approach.
You may choose any methods that are appropriate for the client’s circumstances. In any
event, you are required to perform some data-based work to demonstrate the extent to
which the recommended asset allocation meets client objectives. This analysis will follow
on from the tutorial exercises.
• One of the themes of this course relates to the problems that can arise when analyzing
data. You are expected to show appreciation for these issues in the way you perform
your analysis and present your recommendations. This means trying to highlight the
shortcomings of any analysis, and address them where possible. Non-data based
approaches may assist in this respect.
• You may recommend adding any additional asset classes – whatever you believe would
work best for your clients. If you use additional data other than the data provided, you
need to make sure you retrieve the data from a reliable and verifiable source and
relevant information is provided in an appropriate manner.
• You should always try to do your own research and look for the data you require for your
analysis. Yahoo Finance is a good data source to look for historical returns of various
indexes.  Australian Prudential Regulation Authority
(APRA) is the government body to regulate superannuation industry. Other good
sources of country or international data can be found at Federal Reserve of the US
, OECD, IMF and World Bank, mostly free access. Make sure
you reference your data source properly such that it can be independently verified.
• The report should read as an integrated piece, not a collection of disparate individual
work. Hence, it will help to have one person in charge of the project management and all
members should meet regularly, and conduct an overall review of the report at the end –
allowing ample time to sort out any issues.
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MOEC0021 STA 106 ENGG 1300A ENGG 1300 OLET1139 STAT 3503 STAT 206 FEM11149 ELEN 4720 COMP20003 SOLA1070 CS574 C11CS LINB29H3 MAST90083 ECON7200 STAT 610 LINB29 DSM-5 COMP3161 EEEN40010 MATH 4431 K353 STA 3386 IERG4300 COMS W4167 ENG5298 AMME 2302 CS3910 COMPSCI 320 STATS 369 GR5242 COSC 328 CSCI435 MGTS1301 INFS2200 COMP3900 CIS 375 Module AE03 COMP3121 CS260 HAM503 MGMT5050 INT3075 COSC 285 GEOL0029 GEGE2X01 STAT1201 MATH1061 MMF1941H STAT 5060 CS 520 COMP 4320 MSIN0104 000T FINS3648 ECMT2160 ECON4003 Phys 129L CSE 142 CS 3130 MGEB01 EECS 340 Finance (20443/20444) ECMM149 COMP5310 EEEN60180 CSC 111 AT2 CSCI 4430 STAB57 MA/CSC 427 MATH322 D100 CSCI544 CITS3004 CI6227 CSE 565 APCO 1P01 852L1 ELEC S411F COMP3207 STATS330 ECON7530 FIT5149 CSI4104 CMPT 371 COMP201 SEHS4696 FI4003 MATH6182 CG1 WS MATH401 MGT 205 QTM 110 COMP 0137 MACE12201 FIT5210 ECE 544 BISM7206 HUDM 6055 ECON3203 STATS 210 MSCI 570 MATH6173 COMPSCI4039 Accounting COM3503 AOE2024 ECON213 PSYC10004 Control Data 100/200A PHIL2617 PHYS3116 MIE250 BCPM0008 ECN 620 QBUS6830 ECSE-415 ECON5102 MGMT20005 MAT 653 ECO 480 COMP 5/600 CSSE 5600 ME 571 7CCMMS61 CS 550 COMP2865 MATH3075 STATS 506 QTM 220 ISYS2120 FIT5106 STAT 153 MKTG3112 ECON2102 ELE2018 COMP3031 MSIN0010 SCC461 MATH237 CS246 CSC3065 CSE 101 ICTWEB411 COMP9313 ECOS 2025 FN620 MATH11111 MATH 3018 KE1068 FINA 6112 C++ MISM 6202 MSIN0105 CSC8631 MECO6935 COMP4121 ACCT2011 DPBS1150 EEL 3701C F19PL OPM 661 CSE 310 CS918 BIOL30001 ACCT3563 BANK3600 MET CS622 MATH367 ACCT5907 Continuing COMP5048 COMP61021 CS3334 GSOE9210 CSCI-570 COMP 5322 HW 2 ALY-6020 IEOR 4706 DATA 200 EBUS504 CGE12412 COMP4108 7SSMM800 ECMM171P MATE50002 CS225 RS 6003 BH2274 ELEC3111 MAT6669 ECON-UA 227 PHIL 1012 7SSMM603 TB028A P6 ECS708 CSC 427 CS6476 CSE 250A A1A2 ITS61504 EECS 376 model HW6 UV0010 ECON 6074 MG4F7 CMP-7030Y INFO3008 BFIP013 ECON 5068 MATH6002 CS3483 PSTAT 131 C31FM CSOR W4246 AAEC 5307 DATA ELEC362 COMSM0047 ECN6006 MA20224 BST351 MATH 323 MATH323 AA2021 COMP3811 COMP2013 IB9X60 INVP001 EMATM0051 COMP220 BLAW1002 E20 TCP8001 ECON61001 EART40005 ECONM1022 MATH 365 MATH 367 ELEC6218 COMP 5812M EDUC 5061M ELEC ENG 1101 equation MATH6174 ST334 C4 EC9570 A33648 EBUS603 ECON47815 stata WFMS0001 PEM102 INF6060 ionically ELECTRICAL MATH 375 MMW 12 MKTG860 ECON60401 ALY6010 SOST20131 Introduction COM3524 MME2 GGR305 JNB 538 EECS101 COMM5030 IEOR E4601 2B CSC336 EN2315 LAW 432 CSC263 MATH2001 OLET1143 CSCB63 SIT772 COMM1170 STAT 441 MS930 INFT3050 GLBH0030 Stat 120B MAST10007 MGEC61 Machine GGR 252H1S ECON7030 Financial Marketing MGMT30019 ECON5120 SDSC 8009 CSC165H1S DSCI 551 3081W ACM41000 ECA 5304 MATH 1064 ECSE444 DATA 604 COMP7105 MIE1615 ECON4004 ENV200H1S EC481 MKT 306 EC1B1 MATH08051 ALY6140 CS260C CSE30 MSIN0226 CS4103 CSC3064 AM16 COMP11212 CSE4101 PSTAT 174 Math 380W CNT 5106C STAT 310 FIN2028 CS5014 STAT 425 COMP 4102A ELEC2140 MANF9544 QRM 9 QRM 8 ECON 457 COMPSCI 4091 MATH 523 DNSC-4211 PEAS 6000 MSIN0180 COMP2119 A2A HT 2022 IB93F0 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ACCOUNTING BUSS1040 CHEM 181 MAT136H1 GY 6183 COMP3170 AGRI90089 PHYSICS 1002 ECON10003 IEOR E4004 ACS61012 MATH 40550 MKTG2113 TELE4653 ENSC1004 ECE 232E MK726 MTRX2700 SHEET 3 CSCA08 COMP30027 Math 2XX3 statistic MMAN3200 BISM7213 ECMM109 ECON 2022 FNCE 20005 GR5067 CSCB09 ME 3017 CS 5100 PHYS 2903 COMS 4771 COMP222 COMP 1046 CSC148H1 ISYS2038 FINS2615 OT5206 COMP2048 A6 MECH5770M MA826/20 CMPT 726 STA457 INFS6071 INFS588 integral ECON 216 IRDR 0017 MA323 PA 15213 PSYC2001 ENV222 Statistics ACCT5930 ACCT12 LAND2121 ME 5405 COMM1180 TELE3113 A7 ECE 568 ACCT2019 INFS1200 ENGG1340 CS 1400 ASST3 FINM7409 SWEN30006 INFO2222 FIN20150 SOSS1000 CSSE7231 FINS5513 COMS3200 CECN 702 ECON4060H MN3515 HW2 PSYA02H3 ECON 2112 COMP90051 CS 1652 MA30059 AF1605 MKTG7501 ECO-6003B COM4521 CTM ECON3350 COMP 3804 ELEC9762 BISM 7255 ST22 MATH20014 MNE3122 COMP343 MATH5165 ELE7029 ENGR30002 SEEM3500 ECON7350 RISK5002 FINM7405 COMP90059 MOS 3320B STAT 431 BISM7221 MATH3014 MTH783P EBA 35302 ACS133 BUS2206 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FN1024 MATH0094 MANG 6554 ECOS3003 ELEC6252 C2511C PHY328 EC1060 ECON32202 COMP4002-E1 MATH3063 EFIMM0124 QBUS2310 ECON4411 FUNDAMENTALS ACCT20001 18YX RPM COMP 2711 QBUS6600 BUSS5221 ST3189 FIT1047 MAT344 EGB375 MATH60013 MATH96011 COMP3557 MAST20029 ECM159 EAE1011 ENSCEN 105 SECTION A STA 141C SOSE 2022 PAM006 COMP0048 M40007 ISOM2500 CMPE 142 A06472 MCC150 ACST 8083 GEOG6087 ECON920 FINM7008 ENVENG 4110 COMPSCI 361 ENGRCEE 21 PHYS 1112 ACF2100 ECMM108 COMPS267F MAT00050M MAST30025 CSIT970 MSCI 224 INT202 PUBL0054 MSDM5004 BMAN 21020 BMAN21020 MGMT1002 MATH11150 LAWS7023 ACTL30002 CIVL3340 MATH1002 ECON 8069 COMPSCI 351 IBUS7302 STAT4528 CHEM1101 STAT3925 BUSN 7008 Comp 3120 ECOS2040 SWEN90010 ENGN6528 ECM158 ECON20022 COMP6452 Calculation CITS1401 S1889112 BUS 351 ACTL30008 FIT2091 ECON6002 IBUS6020 PHI 001 ECON30290 MATH7501 ECON10004 MFIN7017 ISYS90043 LAWS7012 ECON30025 COMP30023 COMM1190 ECOM20001 GSBS6009 STAT 337 EMET8002 ECOM90001 ECOM30001 FINC 2012 BUSINESS ENGCV512 ECO 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