Sharper than Sharpe

Efficient Portfolios: Is Optimised, Optimal?

🎯 Why Is Efficiency So Hard to Get?
Although being a desirable feature, there are two reasons why achieving efficiency takes much more effort than a simple optimization based on the past.

🚨 Optimisation: Handle With Care
Like any powerful tool, optimization does not generate value automatically. Great care and expertise is needed to reap its benefits and get the best out of it.

πŸ”­ Look in The Windshield, Not in the Rearview Mirror
A forward-looking approach is how we cut through complexity and build stable, efficient and well-positioned portfolios to face the evolution of financial markets.
 

Inside:

  • You Cannot Invest into the Same Market Twice 
  • What is an Optimal Portfolio? 
  • Optimization is a Moving Bullseye
  • Be Wary Of the Efficiency You Wish For, You'll Probably Get It 
  • When Sharpe Ratios Lie 
  • The Forward-Looking Approach 
  • Look at the Windshield, Not in the Rearview Mirror

Other research papers:
EFFICIENT PORTFOLIOS

Harnessing Portfolio Diagnostics

πŸ’Ž  What Would it Be Like to Invest With Clarity?
Amazing, right? Yet, turning data into insights is like crushing carbon atoms into diamonds. Here...

ARTIFICIAL INTELLIGENCE

The Right Call

πŸ—ΊοΈ Would you travel without a map? — Of course, not.
As investing has become a tech challenge, investors, executives and managers are increas...