Most recent project examples
Mitigating Sequence of Returns Risk (SORR)
Protecting a Portfolio of Risky Assets
Other sample Proseminar in Capital Markets/Investment Management projects:
- Determine a portfolio’s optimal rebalancing schedule
- Review and classify methodologies for detecting crowded trades within equity, fixed income, and currency markets
- Develop and test strategies for replicating hedge fund style returns
- Design a portfolio construction technique which takes into account non-normal returns and realistic risk preferences
- Determine a portfolio’s optimal exposure to illiquid assets
- Analyze the cost of trading foreign exchange for a major New York-based asset management firm
- Prepare an asset allocation analysis for a pension fund to account for the claims of corporate stakeholders
