Research as a Catalyst for Progress
. Curiosity
. Asking Critical Questions
. Challenging Models and Assumptions
Capital markets are complex and constantly evolving. Research helps us apply models rationally and gain a deeper understanding of economic relationships, providing a sound foundation for informed decision-making and robust Strategic Asset Allocation.
Solvency II Investors: Collateralized Loan Obligations in Strategic Asset Allocation
Absolut|report 03 | 2026
This article is the result of a collaboration between Infinigon Capital and SAA Forum. Using simulation-based portfolio analysis, it quantifies the contribution of different CLO segments to the Strategic Asset Allocation of a traditional composite portfolio.
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↗ Solvency-II-Anleger: Collateralized Loan Obligations in der SAA (PDF)
Revisiting Meucci Entropy Pooling Model 06 | 2026
This paper presents a regime-based application of Attilio Meucci’s Entropy Pooling framework. Regime views are directly translated into posterior return distributions, opening up promising applications in portfolio and risk management.
Portfolio Optimization – 7 Steps to Best Practice 03 | 2026
A structured approach to developing robust strategic portfolios for institutional investors.
Black-Litterman Model with SAA as Prior 04 | 2026
Strategic Asset Allocation as a starting point for integrating market views into portfolio optimization.
Logit Model for Market Regime Detection 05 | 2026
Market regimes play a key role in assessing risks and opportunities. The Logit model is used to identify shifts in market regimes at an early stage.
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