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Investment Report Jane & Douglas Breighton Investment Report Jane & Douglas Breighton

Best Choice Investment Solutions | FINM3008
Best Choice Investment Solutions | FINM3008

Minggang Gu|u5108473
Kejie Wang|u5133766
Tutorial Thursday 4pm

Suggested Asset Allocation

Breighton Holdings 14%
Australian Equities 0%
World Equities, Unhedged 0%
World Equities, Hedged 11%
Emerging Markets 13% EQUITIES 38%

Australian Fixed Income 13%
World Fixed Income, Hedged 19%
Australian Index-Linked Bonds 0%
Australian Cash 1% FIXED INCOME 33%

Australian Listed Property 8%
Australian Direct Property 9%
PROPERTY 17% Hedge Funds 9%
Commodities 1%
US Private Equity 2% ALTERNATIVES 12%
TOTAL 100%

Contents Some critical assumption……………………………2 Asset Class Considerations………………………….2 Equities…………………………………………………..2 Fixed Income………………………………………….3 Alternatives and Property………………………4 Analysis Mothod………………………………………….5 Historical 3 Year Rolling Returns…………….5 Bootstrap Analysis………………………………….5 Mean-Variance Optimizer……………………..6 Results…………………………………………………………7 Final Recommendation……………………………….8 Building a Concrete Portfolio for Jane and Douglas Breighton………………………………….8 Appendices………………………………………………….9 References………………………………………………..13

Minggang Gu|u5108473
Kejie Wang|u5133766
Tutorial Thursday 4pm

Suggested Asset Allocation

Breighton Holdings 14%
Australian Equities 0%
World Equities, Unhedged 0%
World Equities, Hedged 11%
Emerging Markets 13% EQUITIES 38%

Australian Fixed Income 13%
World Fixed Income, Hedged 19%
Australian Index-Linked Bonds 0%
Australian Cash 1% FIXED INCOME 33%

Australian Listed Property...

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