Discover our Services
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For a Swiss options trading company, we designed and backtested active option overlay strategies on equity portfolios, aimed at either enhancing yield or providing downside protection.
For a Geneva-based fund of hedge funds, we quantitatively assessed the quality and persistence of its abnormal return (“alpha”), using a broad set of market benchmarks, hedge fund indices, and multi-factor risk models.
In collaboration with a Swiss private bank, we conducted an in-depth study of alternative risk premia (ARP) investments, identifying key pitfalls and testing allocation methods to design robust portfolios.
With a London-based asset manager, we explored the application of machine learning techniques to construct and optimize ARP-based portfolios.
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Appointed by the court, we delivered an independent assessment of damages arising from the mis-advisory of a fund-of-hedge-funds advisor, employing a benchmark reconstruction approach.
For a law firm representing an international investor, we performed an independent expert report evaluating the lending value of collateral assets in the context of a margin call.
For a law firm acting for an UHNWI, we provided an independent expert opinion on the appropriateness of a private bank’s valuation and margin call practices on a portfolio with complex structured products.
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We collaborate with our partners and clients on applied research projects across our areas of expertise. Our rigorous approach ensures the highest quality in every research initiative. We have a proven track record of publications in peer-reviewed academic and practitioner-oriented journals, as well as active participation in leading international conferences.
One of our research projects was distinguished with the Best Paper Award at the 6th International Conference on Finance, Management and IT Business (FEMIB), held in Angers, France in April 2024.
For examples of our most recent publications, please see the following links:
Introducing the Cluster-Momentum Portfolio in Alternative Risk Premia Investing
Option Strategies and Market Signals: Do They Add Value to Equity Portfolios?
Incorporating Alternative Risk Premia Into Balanced Portfolios: Provider Selection Matters
Incorporating Alternative Risk Premia Into Balanced Portfolios: Is There Any Added Value?
Alternative Risk Premia and Market Drawdowns: A Performance Review
Alternative Risk Premia: Is The Selection Process Important?
The Performance of Hedge Funds: Are There Differences in Terms of Gender?
Gender disparities among financial entrepreneurs: The case of hedge funds
Practical Applications of Alternative Risk Premia: Is The Selection Process Important?
We help our clients address complex business and financial challenges across some of the most demanding areas of modern finance, combining analytical rigor, deep technical expertise, and a data-driven, informed decision-making approach.
We assist financial institutions, professional investors, corporates and public entities in transforming data into insights, risks into opportunities, and strategies into measurable results, through independent analysis and high-quality project execution.
Some of the areas in which we operate, with examples of past projects our team contributed to, include:
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Mandated by a consortium of companies from the construction, engineering, and financial sectors, we analysed the financial profitability of building renovations for energy-efficiency in Switzerland. We also explored innovative financing mechanisms and proposed a novel solution.
For a Swiss energy company, we conducted a market study on the performance drivers of green hydrogen companies in the financial markets in Europe.
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We bring years of credit experience in financial institutions and innovative credit businesses, covering the full spectrum from business origination and project management to product development and risk management.
Our track record in credit in emerging markets, including West Africa (WAEMU region) and South America, enables us navigate complex environments effectively, including performing thorough due diligence on large clients and complex business structures.
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We have a proven track-record in optimizing credit-scoring models for mobile-lending (airtime credit) solutions, leveraging big-data architectures that enable the efficient processing and analysis of millions of data points to enhance model performance and strengthen risk management.