We have investigated the behavior of the Brinson model when used for evaluating the outperformance over multiple periods.
We have shown that the allocation effect calculated over multiple periods can capture next to the added value of allocation decisions an effect that arises due to the drift in weights introduced by selection decisions. By an extension to the Brinson method this effect can be isolated resulting in a more intuitive attribution analysis. Furthermore we have evaluated different smoothing algorithms.
22 September 2021AsianInvestor interviews Elske and Stefano: How to decompose complex portfolios and returns?
AsianInvestor published an interview with Elske van de Burgt and Stefano Seung Jin Lee on How to decompose complex portfolios and returns.
07 September 2021Ortec Finance COO Martijn Vos in CIO’s top 20 global most influential knowledge brokers
Each year, CIO asks a varied group of respected chief investment officers and allocators which consultants and advisors have “done right by them” for the current markets.Asset Management / Banks Retail and Private / Housing Associations / Independent Financial Advisors / Insurance Companies / Municipalities / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate ESG Solutions / Economic Scenario Generator / Goal Based Planning / Performance Measurement and Attribution / Real Estate Management / Real Estate Valuation / Retirement Planning / Risk neutral scenarios / Strategic Risk Management / Vastgoedfinancien / Vastgoedsturing / Vastgoedwaardering / Wealth Planning and Monitoring
02 August 2021An investment performance classic, introducing our September webinar
With our September 16 Multi-Asset Attribution webinar coming up, we re-publish this decision-based attribution methodology classic.
15 July 2021PRESS RELEASE: Matrix IDM builds standard interface to Ortec Finance’s PEARL to deliver streamlined investment data management
Matrix IDM acts as data hub ingesting and cleansing all data before it is consumed by PEARL. PEARL’s standard interface already in use in some of the world’s largest fund management firms.
15 June 2021Investment performance method by Ortec Finance republished in Journal of Performance Measurement
Ortec Finance is honored that the Journal of Performance Measurement (JPM) republished a Landmark article that was co-authored by Elske van de Burgt
10 June 2021CEO and clients very positive about our Client Conference – all materials available
Clients were very positive in evaluating the 13th Ortec Finance Client Conference. They were presented a two-day program with many contributions from clients, external speakers and our own specialists.
10 June 2021How to grasp the role of private assets in a portfolio
Clients were very positive about our Client Conference. View here the recording and download the presentation of the session “How to grasp the role of private assets in a portfolio”.
31 May 2021Ortec Finance’s holistic investment decision approach presented. Slides available
May 27 Maurits van Joolingen introduced Ortec Finance’s approach including the advantages of a holistic investment decision process in Melbourne.