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.

🔭 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.
 

Other research papers:
ARTIFICIAL INTELLIGENCE

Building AI that Investors Can Rely On

🏦  Building Reliable AI is a Must. Not an Option.
With great power comes great responsibility” is not just Spiderman's catchphrase. I...

FACTOR INVESTING

Are Sectors the New Factors?

In this paper, we look inside the Holy Grail of diversification and see how it works in a world where financial markets are as complex as they are fas...