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Quantitative models
The quantitative team includes 7 professionals with 10-year average of experience and a sound mathematical background. They support portfolio officers through the use of proprietary quantitative models (such as Mean Variance Optimizer and Black Litterman models) based on volatility of different asset classes, correlation between them and expected returns over the long term.

The models provide asset allocation indication in order to:
  • Optimize portfolio’s risk/return profile
  • Achieve specific investment objectives (capital protection, guaranteed returns, pay-off total return)
  • Develop investment techniques (i.e. CPPI, VPPI or others) most suitable to meet investment objectives and/or structure products
     
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