Our aim is to employ recent advances in portfolio construction to maximize performance measures subject to investor constraints on global risk, liquidity, maximum drawdowns and tracking error. We work as your partner to help create asset class models and develop efficient investment strategies across the reward/risk plane.
Our preferred models address the main practical limitations associated with classical portfolio allocation techniques; namely the high sensitivity to model parameters and the difficulty to obtain accurate parameter estimates.
Optimization
Monte Carlo Simulations
Stress Tests/Event Studies
MPT Measures
Upside/Downside Capture
Downside Risk/Drawdown Modeling
Tax Efficiency
Performance Attribution
Customized Benchmarks
Transaction Cost Modeling
info@bell-analytics.com