Topics

We deal with:

• Static and dynamic portfolio optimization models for strategic and/or tactical allocation
• Quantitative models and methods for equity and mutual fund screening and the management of Environmental Social and Governance (ESG), Socially Responsible Investing (SRI) and Environmentally Friendly (EF) portfolios, also usable by mutual funds, pension funds, separate managements
• Development of simulation methods and approaches
• Design, development and possibly maintenance of models for portfolio management capable of integrating the economic and financial scenarios designed in the strategic investment allocation phase
• Construction, monitoring and evaluation, including reporting, of performance and risk measures also in the predictive field, including statistical methods for the performance attribution through a factor-based approach
• Option Pricing, evaluation and correct usage of instruments such as futures, swaps and options, in a managing portfolio risk view
• Methodological support and implementation of pricing and hedging models
• Development and application of artificial intelligence and machine learning methods for forecasting, financial trading and asset management
• Methodological and operational support, both in the development, execution and monitoring phases, for financial advisory, including the design of strategic benchmarks,
• the definition of management objectives, the specification of the constraints to be imposed on managers, selection of external managers
• Implementation and development of multi-criteria methods for rating and classification in homogeneous classes