Portfolio Analytics

Portfolio Analytics provides technical information on the portfolio model used in your Investment Policy Statement [IPS]. The model employs historical returns, variances and asset class correlations for the period January 1973 through the end the previous year. The model focuses on the economic consequences of the strategic asset allocation decision. It does not take into… Read more »

Actuarial Publications: Patrick Collins et al.

A list of published articles on the topics of Life Insurance and Annuities, Irrevocable Life Insurance Trusts and Fiduciary liability for insurance transactions and policy management.   Asset Allocation, Human Capital, and the Demand to Hold Life Insurance in Retirement – Patrick J. Collins, Ph.D., CLU, CFA, and Huy Lam, CFA, Financial Services Review, (Winter,… Read more »

The WealthCaster™ Risk Modeling System: A Technical Description

WealthCaster [WC] is a risk modeling system that illustrates the financial consequences of various portfolio design and asset management elections. It is designed for both trust-owned and individual portfolios; but can be generalized to reflect other asset management environments (e.g., endowments and foundations). In addition to facilitating asset allocation decisions—the user may select up to… Read more »

Course Notes for USF Masters of Science in Financial Analysis

School of Management 746: 2014 Portfolio Management Notes to Readers The following pages are my course syllabus and course lecture notes for the course in Portfolio Management offered to the 2014 cohort seeking a Masters of Science degree in Financial Analysis at the University of San Francisco.  The notes are not a stand-alone exposition.  Rather,… Read more »