Academic foundations

The Finreon Solution are based on well-grounded academic insights. In order to facilitate access to these findings, you will find a comprehensive bibliography for the respective solutions.

Finreon IsoPro®

To position the IsoPro® concept within academic research, several fields of research are noteworthy:

  • Inefficiency of market capitalization
  • Rebalancing effects
  • Portfolio construction and weighting schemes
  • Factor premia

An extensive bibliography can be found here.

Finreon Multi Premia®

Finreon Multi Premia® is based on 7 recognized factor premia. Each of these seven factor premia is widely supported by academic research.

A comprehensive bibliography can be found here.

Finreon Risk Control

To position the Finreon risk control solutions within academic research, several fields of research are noteworthy:

  • Market regime identification
  • Trend following
  • Volatility management / Risk based tactical asset allocation (TAA)
  • Tail risk hedging and portfolio insurance
  • Return-risk-trade-off

An extensive bibliography can be found here.

Finreon ZeroCarbon®

There are several relevant research directions for the academic classification of Finreon ZeroCarbon® solutions:

  • Climate Finance
  • Corporate Governance
  • Asset Pricing
  • Convex Optimizationtfolio Insurance

A comprehensive bibliography can be found here.