Latest Research

Does alleged index hugger American Century Value really belong on the naughty list?

A smart Coinbase investment launched Duke into rare heights in FY 2021. We use MPI Stylus to estimate the size of Duke’s Coinbase position and its impact on this year’s results.

Haunted by the ghosts of 2009, Harvard endowment’s lower risk appetite still pays off with a 33.6% return.

Bowdoin College Endowment has been outperforming all Ivies on a 10-year basis since 2015 with its latest FY2021 result bringing it to 14.4%, an almost impossible number to beat.

UPenn’s $20.5 Billion endowment posted a return of 41.1% for FY 2021, driven by strong returns in private equity and venture capital.

We argue that Sharpe Ratios could be hugely deceiving for derivative strategies – especially if they are in an outlier category as it was the case for the Allianz Structured Alpha funds.

We use Allianz Structured Alpha hedge fund as an illustration to demonstrate how investors could apply quantitative techniques to assess potential risks of complex volatility strategies.

Using Norwegian pension as an example we provide a quick and easy path for US pensions to become more transparent and regain trust of their beneficiaries as well as general public

Lessons (not) learned: our analysis shows Ivies are at pre-GFC levels of risk

It’s been a wild rollercoaster ride these days for Bitcoin investors. The cryptocurrency hit an all-time high of $64k in April only to plummet nearly 50% a month later. Last year, as the entire world shut down access to mountain peaks and surfing spots, people started to look for stay-at-home ways to supply their adrenaline fix – and speculative trading fit the bill.