MSCI：2024基于规则的模型投资组合构建和财富管理的潜在优势研究报告：可扩展、透明的定制化方法（英文版）（22页）.pdf

1、 2024 MSCI Inc.All rights reserved.Please refer to the disclaimer at the end of this document.RESEARCH INSIGHT The Power of Rules:Model Portfolios and Wealth Management Scalable,transparent approach for customization August 2024 THE POWER OF RULES:MODEL PORTFOLIOS AND WEALTH MANAGEMENT|AUGUST 2024 M

2、SCI.COM|PAGE 2 OF 22 2024 MSCI Inc.All rights reserved.Yuliya Plyakha Ferenc,Vice President,MSCI Research Laszlo Hollo,Executive Director,MSCI Research Joseph Wickremasinghe,Executive Director,MSCI Research Raina Oberoi,Managing Director,MSCI Research THE POWER OF RULES:MODEL PORTFOLIOS AND WEALTH M

3、ANAGEMENT|AUGUST 2024 MSCI.COM|PAGE 3 OF 22 2024 MSCI Inc.All rights reserved.Contents Executive summary.4 Challenges in model-portfolio management.5 Challenge 1:Aligning client goals and house view.5 Challenge 2:Due diligence and regulatory compliance.5 Challenge 3:Adapting to market changes.6 Chal

4、lenge 4:Efficient data and technology integration.6 Challenge 5:Client communication and retention.7 Rules-based model portfolios:A five-step process.8 Step 1:Define the investment universe.9 Step 2:Measure portfolio characteristics.9 Step 3:Define rebalancing schedule.9 Step 4:Specify rebalancing r

5、ules.10 Step 5:Measure relevant outcomes.10 Rules-based model-portfolio approach with tech allocation.11 Tech allocation in traditional model portfolios.13 Tech allocation in rules-based model portfolios.15 Comparing the outcomes.17 Conclusion.18 THE POWER OF RULES:MODEL PORTFOLIOS AND WEALTH MANAGE

6、MENT|AUGUST 2024 MSCI.COM|PAGE 4 OF 22 2024 MSCI Inc.All rights reserved.Executive summary More wealth clients are seeking customization of their investment portfolios.In response,growing numbers of wealth managers are turning to model portfolios to offer personalization within a scalable business m