The investment process contains four steps:
Asset Allocation and Portfolio Construction
The Investment Committee forms the asset allocation view based on the current macro and market environment.
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Strategy Allocation
The Investment Committee evaluates each strategy for the individual asset classes.
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Manager Selection
The manager selection is based on both qualitative and quantitative analysis.
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Risk Management
The portfolio will be tested on risk parameters such as : VAR, Stress Test, Scenario Analysis, Covariance, Liquidity etc.
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The individual client portfolio optimization will be based on the return target, risk profile and liquidity constraints of the client.
We invest mainly in hedge funds, long only funds and where appropriate in ETFs. |
