{"id":834,"date":"2025-03-07T14:06:09","date_gmt":"2025-03-07T14:06:09","guid":{"rendered":"https:\/\/saa-forum.com\/?page_id=834"},"modified":"2026-10-19T08:48:07","modified_gmt":"2026-10-19T08:48:07","slug":"research","status":"publish","type":"page","link":"https:\/\/saa-forum.com\/en\/research\/","title":{"rendered":"Research"},"content":{"rendered":"
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Research as a Catalyst for Progress<\/strong><\/h1>\n\n\n\n

. Curiosity<\/strong><\/p>\n\n\n\n

. Asking Critical Questions<\/strong><\/p>\n\n\n\n

. Challenging Models and Assumptions<\/strong><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div><\/div>\n\n\n\n

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.<\/p>\n\n\n\n

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Solvency II Investors: Collateralized Loan Obligations in Strategic Asset Allocation<\/strong>
Absolut|report 03 | 2026<\/p>\n\n\n\n

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.<\/p>\n\n\n\n

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\u2197 Solvency-II-Anleger: Collateralized Loan Obligations in der SAA <\/a>(PDF<\/strong>)<\/p>\n<\/div><\/div>\n\n\n\n

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Revisiting Meucci Entropy Pooling Model 06 | 2026<\/h3>\n\n\n\n

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This paper presents a regime-based application of Attilio Meucci\u2019s Entropy Pooling framework. Regime views are directly translated into posterior return distributions, opening up promising applications in portfolio and risk management.<\/p>\n\n\n\n

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\u2197 Revisiting Meucci Entropy Pooling Model<\/a> <\/a>(PDF<\/strong>)<\/p>\n<\/div>\n<\/div><\/div>\n\n\n\n

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Portfolio Optimization \u2013 7 Steps to Best Practice 03 | 2026<\/h3>\n\n\n\n

A structured approach to developing robust strategic portfolios for institutional investors.<\/p>\n\n\n\n

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\u2197 Portfolio Optimization: 7 Steps to Best Practice<\/a> (PDF<\/strong>)<\/p>\n<\/div>\n<\/div><\/div>\n<\/div>\n<\/div>\n\n\n\n

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Black-Litterman Model with SAA as Prior 04 | 2026<\/h3>\n\n\n\n
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Strategic Asset Allocation as a starting point for integrating market views into portfolio optimization.<\/p>\n\n\n\n
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\u2197 Black-Litterman Model with SAA as Prior<\/a> (PDF<\/strong>)<\/p>\n<\/div>\n<\/div><\/div>\n\n\n\n
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Logit Model for Market Regime Detection 05 | 2026<\/h3>\n\n\n\n
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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.<\/p>\n\n\n\n
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\u2197<\/a> <\/a>Logit Model for Market Regime Detection<\/a> (PDF<\/strong>)<\/p>\n<\/div>\n<\/div><\/div>\n<\/div>\n<\/div>\n\n\n\n\n\n
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Do you have a suggestion?<\/h2>\n\n\n\n
We\u2019d love to hear from you! Send us a message. <\/p>\n\n\n\n
We look forward to hearing from you!<\/p>\n<\/div>\n\n\n\n
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