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:
INTELLIGENZA ARTIFICIALE

AI in Finance

In questo paper, esploriamo come l’Intelligenza Artificiale stia trasformando il mondo degli investimenti.

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FATTORI DI INVESTIMENTO

Fifty Shades of Alpha

In questo paper, esamineremo al microscopio il DNA degli investimenti. Ci concentreremo su quella componente chiamata Alpha ed andremo a vedere cosa s...