We provide institutional investors with such services as investment management advisory service based on proprietary quantitative models, investment consulting service including portfolio risk analysis and strategic asset allocation analysis using financial engineering and investment support service using quantitative tools.
These services are utilized by a wide range of institutional investors, including asset management companies, financial institutions, insurance companies, pension funds, endowments, foundations, Sovereign Wealth Funds, and manufacturing companies.
We provide such quantitative investment management advisory services, as constructing efficient portfolio, or security ranking information, using our proprietary quantitative models tailored to customer needs. Our models include excess return models for individual stocks, dynamic hedging models minimizing downside risk while seeking upside potential, currency overlay models, global tactical asset allocation models and yield curve forecasting models. For further details, see the section "Investment Advisory Service."
Our investment consulting services include portfolio risk analysis, policy asset mix proposal, and evaluation of exotic security instruments. We take advantage of the latest finance theory and financial engineering methodologies including estimation of tail events, consideration of non-normal distribution, downside risk control, multi-period optimization, behavioral finance, and robust estimation techniques. We also provide fund due diligence service of external funds or hedge funds, from a quantitative point of view. We also evaluate and analyze the risks of structured bond portfolio containing exotic derivatives. For more details on this topic, please see the section "Valuation of Structured Fixed Income Portfolios."
We provide quantitative tools named "Quantivest®AAA" to support asset allocation decision. Features of these tools include risk analysis of the portfolio on an traditional asset class level and risk decomposition of current portfolio and asset allocation optimization.
