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:
ASSET ALLOCATION

Rethinking Asset Allocation

💡 How Will Asset Allocation Look Like in the 2020s?
We have all been called to evolve during this global pandemic. In this two-part paper, we share 10 ...

ASSET ALLOCATION

Rethinking Asset Allocation

💡 How Will Asset Allocation Look Like in the 2020s?
We have all been called to evolve during this global pandemic. In this two-part paper, we share 10 ...