Blog Contributors

Ryan Nauman
VP, Product and Market Strategist
Stephen Berei
VP, Client Services & Implementation
Jeremy Poulin
Senior Client Consultant


Below is a filtered list of blog posts. See the full list of posts here.

Alternatives and Roles they play in Asset Allocation

Jan 5, 2017 Ryan Nauman
In the aftermath of the Credit Crisis, diversification has come under the microscope. Portfolios that were traditionally considered diversified could not withstand the global reach of the crisis and protections failed when they were needed most. The past decade has proven that simply adding foreign investments to a portfolio does not equal diversification.

Are you willing to take on Warren Buffett?

Mar 10, 2015 Ryan Nauman
Maybe you would be confident to play a game of horse against him or a round of golf, but would you have the same confidence to bet against him in investing? Ted Seides, CFA, President and Co-CIO at Protégé Partners did just that. He bet Warren Buffett back in 2007 that hedge funds would outpace the S&P 500 over the next ten years. Mr. Buffett has been on the better side of this bet for the past seven years, as the S&P 500 has outpaced hedge funds. Will this...

Can’t get the market cap for an asset class you are using in Black Litterman? Try this!

Jan 14, 2015 Stephen Berei
Have you ever found yourself searching for an asset class to use in the Black Litterman model, only to find we unfortunately don’t provide the market capitalization for that asset class? Well, just because you don’t have the market cap at your fingertips does NOT mean you can’t utilize the advantages of Black Litterman. Here’s a tip how you can utilize both the Black Litterman and Historical Models to build your efficient frontier and allocation when using asset...

Optimizing Managers on Active Risk

Jul 23, 2013 Marc Odo
AllocationADVISOR users are frequently puzzled by the results of their analysis if they select managers rather than market indices at the inputs to a mean variance optimization (MVO). The goal of optimizing active managers is the same as it is for optimizing asset classes, that is, to maximize return and minimize risks. However, the results tend to lead to recommendations that no one in their right mind would follow.

Private Equity and Mean-Variance Optimizaiton

Mar 27, 2013 Marc Odo
Occasionally we will get questions at Zephyr Associates about the viability of including private equity and/or venture capital (PE/VC) into a mean-variance optimization (MVO). Ultimately it will be up to you whether or not you think it makes sense, but I am of the opinion that a simple, “naïve” allocation is a better approach than trying to optimize PE/VC into the efficient frontier.

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