Models are elementary to investment decision making. The better the models, the better the information to base the decisions on and the more likely objectives will be achieved.

Wrapped into an analogy between an investor and an airplane pilot, this presentation covers:

  • The live-performance of our Economic Scenario Generator (ESG) model
  • Recent methodological improvements in these scenario models
  • Advances in the use of robust optimization techniques
  • Important guidelines to ensure a sensible use of models

We always strive to do better and improve the quality of investment decision models. Therefore, we are happy to share some of our learnings on modeling with you.

At Ortec Finance, we have been building and applying Economic Scenario Generator (ESG) models for decades, aimed at enabling people all over the world to manage the complexity of investment decision making. Over the years, we have done a lot of R&D around this topic, and shared the results through various conference presentations. Although some cases are more than a decade old, the content of these “scenario modeling evergreens” are still very relevant today.

To date we have shared the following seven presentations:

1. VAR Models Do's and Don'ts

2. A Zero Phase Shift Band Pass Filter

3. Asset Classes and Business Cycles

4. Estimating Liquidity Risk Premia

5. Why Private Markets 

6. PE Ratios and Expected Returns 

7. Cyclicality in Risk and Return

Click here to find out more about our Economic Scenario Generator (ESG) models.

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