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.
- Size factor (small stocks)
- Value factor (cheap stocks)
- Momentum factor (systematic trends)
- Residual momentum factor (idiosyncratic trends)
- Reversal factor (trend reversal)
- Low Risk factor (defensive stocks)
- Quality factor (profitable stocks)
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 Carbon Focus®
There are several relevant research directions for the academic classification of Finreon Carbon Focus® solutions:
- Climate Finance
- Corporate Governance
- Asset Pricing
- Convex Optimization
A comprehensive bibliography can be found here.