Question
Please make an IPS for Justin Trudeau: Strategic asset allocation (2 pages max) for Justin Trudeau Asset classes and ETF proxies This should be a
Please make an IPS for Justin Trudeau:
Strategic asset allocation (2 pages max) for Justin Trudeau
Asset classes and ETF proxies This should be a brief discussion
why the considered asset classes are appropriate for your client and
brief specification of the ETF that represents the asset class
Appropriate optimization approach
Specify and discuss the optimization problem, e.g. maximize return at a given lever of risk.
Mean-variance optimization results
Use 50 monthly closing returns the reason is to check the performance on the portfolio for the period. Represent the results in table format.
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