Explain how to apply human capital to the construction of a well-diversified investment portfolio.

patso

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I thought I had mastered this topic only to waffle when I saw the question below. Im still not sure how to approach such a question in the future though I have looked that the solution a couple times (CFAI material). The background to the question is that you have been asked to make a presentation on human capital and you need to explain how to apply human capital to the construction of a well-diversified investment portfolio. What bullet points can you jot down here???????
 
Financial portfolio and the human capital must be integrated in the portfolio decision making process.
financial portfolio must be selected after providing due consideration to the human capital (both the risk and return characteristics must be considered) of the investor.
e.g if investor is young and has human capital that is risk free - invest financial portfolio in equities (more risky) so the risk characteristics are matched…. (this statement may not be true - I do not remember exactly).
 
For a young investor with job security and income not correlated to equity market; their HC is inherently bond like returns. i.e. similar to regular coupon payments. In order to diversify the portfolio to the target 60-40 (equity/bond) they should invest 100% of their financial capital into equities.
HC=PV of future earning.
FC=current accumulated wealth.
 
Here is my attempt at that!
1. Draw that diagram which shows that HC decreases with age and FC increases with age.
2. With age, since the HC goes down - the target allocation in equities keep reducing.
3. Even if the investor is young whose earnings are not stable & is highly correlated to the equity markets, his HC is considered Equity like. If the investor is young whose job is highlly secure, the HC is considered to be more Debt like.
 
Thanks guys but here is the CFAI answer to above question. The emphasis being the “correlation to the financial markets and Human Capital volatility” - which can be both positive or negative. Most of the answers above assumed Human capital is always “bond like” which is not the case :
An investor’s total wealth consists of two components. One is financial capital and the other is human capital. Human capital is defined as the present value of an investor’s future labor income. Typically, younger investors have far more human capital than financial capital because they have many years to work and they have had few years to save and accumulate financial wealth. Investors should make sure that their total portfolios (i.e., human capital plus financial capital) are properly diversified. An investor’s human capital can be viewed as “stocklike” if both the correlation to the financial markets and its volatility are high. It can be viewed as “bondlike” if both correlation to the financial markets and volatility are low. Initially, for a younger investor, if financial wealth is limited and human capital is “bondlike”, it is appropriate to invest financial wealth predominantly in risky assets. As this investor’s financial wealth increases relative to human capital (i.e., financial wealth increasingly dominates total wealth), a greater portion of financial wealth should be invested in the risk-free asset. For a younger investor, if financial wealth is limited and human capital is “stocklike”, a greater portion of financial wealth should be invested in the risk-free asset. As this investor’s financial wealth increases relative to human capital, a greater portion of financial wealth should be invested in the risky asset. With more financial wealth, balance is achieved by allocating a greater proportion to the asset(s) similar to human capital than would be indicated otherwise.
 
Schwesers better at this. But underlying concept is not really that hard.
HC= Fixed Income(Salaries ignoring windfalls and lotteries).
FC= Equity like.
At 30, the HC : FC is typically 85:15 or 90:10.
Betn. 30-50 she can play around to increase the equity!
Betn. 50-60, her margin period reduces to playing safe, so new investments is any are in safe bond like insturments. The equity portion does not call in for fresh risky investment.
 
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