Jun 17, 2013
Did you know you can create your own customized style maps in StyleADVISOR? It’s quite easy to do so, as long as you follow William Sharpe’s original rules for returns-based style analysis
Jun 4, 2013
From time-to-time we get the question, “How do I build a completion fund?” or more broadly, “What is a completion fund?” Building a completion fund is quite easy in StyleADVISOR, but let us first define the task.
May 21, 2013
One of the great features inside of StyleADVISOR is the ability to create custom dynamic universes. Users of StyleADVISOR have always been able to create custom universes and use them within their analysis, but those universes were static and had to be refreshed every month to reflect the most current and appropriate managers.
Apr 11, 2013
Zephyr is pleased to announce the release of our StatFACT series and the accompanying StatMAP framework. The StatFACT sheets are designed to help everyone better understand the performance metrics frequently used in the investment industry.
Mar 27, 2013
Occasionally we will get questions at Zephyr Associates about the viability of including private equity and/or venture capital (PE/VC) into a mean-variance optimization (MVO). Ultimately it will be up to you whether or not you think it makes sense, but I am of the opinion that a simple, “naïve” allocation is a better approach than trying to optimize PE/VC into the efficient frontier.