We offer quantitative advisory service on Asset Allocation such as advisory on currency overlay management, dynamic hedging of currency risk, and GTAA (Global Tactical Asset Allocation). For currency overlay and dynamic hedging, we use our proprietary state-of-the-art system to control the downside risk while minimizing transaction costs, considering not only the volatility of the asset but also its skewness or tail risk and intertemporal risk. For GTAA, we take a quantitative approach to optimize tactical asset allocation and seek for excess return over a specified benchmark.
In order to enhance our quantitative asset allocation capabilities, we strategically conduct an advanced research on and our research encompasses robust estimation technology, multiple-period optimization technology and asset allocation technology beyond Mean-Variance theory.
We are pleased to announce that we earned patent for our innovative currency dynamic hedging system together with Mizuho Corporate Bank Ltd. and Mizuho Information & Research Institute Inc.
This unique system facilitates efficient currency trading while controlling downside risk, 24 hours a day. (JP patent number 4362490.)
