01 April 2020Extraordinary conditions and the role of the risk team and strategy managers
In this blog, we touch upon the final set of key challenges: Extraordinary economic and financial market conditions and the role the risk team and strategy managers play.
31 März 2020Breach of allocation bandwidths: when and how to rebalance?
Financial risk management for pension plans in times of the Coronavirus - blog 2. Breach of allocation bandwidths: when and how to rebalance?
25 März 2020Financial risk management for pension plans in times of the Coronavirus
Welcome to blog one of a three part blog series regarding financial risk management for pension plans at this very unsettling time.
14 Januar 2020Inflation forecasting: survey-based versus data-driven quantitative approaches
Survey-based approaches dominate recent inflation forecasting literature. This article shows the results of a comparison between survey-based versus the Ortec Finance quantitative data-driven approaches for forecasting inflation.
13 September 2019Innovation: Robust near-optimal portfolio construction
The latest innovation of Ortec Finance in GLASS addresses the challenge of pension funds and insurance companies to construct an investment strategy that satisfies risk budget.