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| Alternatives |
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In the area of alternative investments, we offer the following products
& services:
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Alternatives Investment
Analysis:
We analyze the effects of incorporating alternative asset classes
in traditional portfolios and determine the optimal allocation and
the optimal style mix (e.g. for different hedge fund styles). We determine
suitable substitution strategies in terms of other asset classes and
provide a realistic assessment of the opportunities and risks of alternative
investments. Our services also include the structuring of portfolios
of alternative asset classes.
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Alternatives Risk
Management Services:
Our proprietary approaches (e.g. our multivariate model for explaining
and describing hedge fund returns) enable us to evaluate a broad spectrum
of different alternatives in terms of their risk characteristics.
Among other things, these methods allow us to recognize style shifts.
At your request, we will be happy to perform regular analyses for
your alternatives portfolio.
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Alternatives Models
& Pricing:
We give you direct access to our expertise in modeling alternative
asset classes, for example, by integrating these models into your
existing models or systems. In the case of CDOs, we can provide independent
pricing for comparison with, e.g., broker quotes. |
We will also be happy to provide you with individual consulting on
your specific questions relating to alternative investments.
Within the category of alternative asset classes, our specialties
include hedge funds and asset-backed securities/CDOs; however, we
have also developed a high level of expertise in private equity and
commodities.
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