Sep 26, 2012
Harry Markowitz’s idea of creating “optimal” portfolios that maximize return and minimize risk has been with us for a very long time. For many people, the manifestation of the idea of “optimal” portfolios is the efficient frontier- those portfolios that by mathematical definition have the most return per level of risk or conversely the least amount of risk per level of return.
Sep 14, 2012
A few years ago at Zephyr, we took a step back and reevaluated how our clients were using StyleADVISOR. During this process, we were able to see that our asset management and advisory firm clients were often using StyleADVISOR to generate sophisticated reports for fund analytics, client meetings and marketing material.
Aug 27, 2012
The Style Drift Score measures the change in style over time.
Aug 9, 2012
The U.S. Zephyr SMA Database is a monthly and quarterly separately managed accounts database. There are about 10,000 products currently in the database with around 2,400 firms contributing.
Aug 8, 2012
In a previous ZephyrCOVE post I discussed what VaR is and isn’t, some of VaR’s key assumptions, and how it has evolved. In this follow-up post I will explore how VaR is being applied to manager and portfolio analysis, which is Zephyr’s core business. That being said, all of the original points surrounding VaR raised in the previous post still apply here.