Portfolio management

The current financial and debt crisis has led to a paradigm shift in that much more attention is now given by portfolio managers to issues such as creditworthiness and address default risk that were previously often regarded as rare, peripheral or immaterial. It is clear that conventional methods do not provide an adequate description of actual risks and correlations and that commonly employed portfolio optimisation techniques have reached the limit of their usefulness. A much more realistic model of market conditions can be obtained using alternative risk measures, regime switching models and copulas.


We can help you to develop strategic and dynamic asset allocation strategies for institutional investors and private customers. We have built up a large collection of methods including advanced capital market models that fully reflect the changing nature of modelling as observed in real practice, robust portfolio optimisation techniques that take account of the uncertainty involved in estimating parameters, and alternative risk measures that place a greater emphasis on existing downside risks.


We have amassed considerable experience in the use of quantitative portfolio management and optimisation methods. Why not put that experience to your own advantage?