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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.
 
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.
 
Multi Premia®
Finreon Equity Multi Premia® is based on 7 recognized factor premia. Each of these seven factor premia is widely supported by academic research.
 
In addition, you can find an extensive bibliography on how to combine these factor premia here.
 
Risk Control Solutions
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.

 

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