Behavioural theories of finance and economics have received little academic attention until
recently. Nevertheless, behavioural theories of investor behaviour can be directly applied to
categorization of investors and prediction of future behaviour. The purpose of
characterizing and predicting future behaviour is to ensure allocation of appropriate
corporate resources to meet the needs of clients as effectively as possible. This research
specifically focuses on segmentation and predictive modeling of retail clients at Phillips,
Hager & North Investment Management Ltd. Segmentation is undertaken through cluster
analysis of investors based on transactional and performance data. Subsequent logistic
regression and seemingly unrelated regression models are developed to determine if
investment personality - through Know-Your-Client (KYC) information - and demographics
have an explanatory and predictive relationship with future investor behaviour.
| Identifer | oai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:BVAU.2429/12020 |
| Date | 05 1900 |
| Creators | Franjic, Nicole Marija |
| Source Sets | Library and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada |
| Language | English |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Relation | UBC Retrospective Theses Digitization Project [http://www.library.ubc.ca/archives/retro_theses/] |
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