Browsing: asset allocation model

Posts Tagged ‘ asset allocation model ’

Save (Us All) for Retirement

Nov 15th, 2020 | Filed under: Performance, Analytics & Metrics, Newly Added, Asset allocation, What about beta?, Asset Allocation Models, Allocating to A.I.

By Aaron Filbeck, CFA, CAIA, CIPM We have not been shy in our assessment of the current state of retirement. As we know, defined benefit plans face a tough road ahead as lofty actuarial assumptions have barely budged and regular distributions are hardly being backfilled with contributions. But what aboutRead More


Self-Organizing Maps for Selecting Hedge Funds

Oct 9th, 2018 | Filed under: Performance, Analytics & Metrics, Hedge Fund Strategies, Newly Added, Asset allocation, Benchmarking & Performance Attribution, Asset Allocation Models, The A.I. Industry, Risk Management Strategies & Processes, Hedge Funds, Allocating to A.I.

A new paper by Claus Huber, of Rodex Risk Advisers, looks at machine learning for risk analysis, working especially from the “self-organizing maps” associated with Finnish Professor Teuvo Kohonen. A SOM is a low-dimensional representation of input space (thinking of it as two dimensional makes the “map” analogy intuitive, andRead More