Andreas Steiner Consulting

Providing Competence in Investment Decision Making

 
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Our Services and Solutions

  • MS Excel - based implementations of modern quantiative risk management techniques
  • Internal and external training sessions on advanced topics related to investment performance & risk
  • Risk budgeting for institutional investors, internal risk control for asset managers
  • Risk management requirements for mutual funds in Europe (UCITS, KAG)
  • Performance calculation methodologies (performance attributions, TWR/MWR) & presentation standards (GIPS), certification/verification of return figures, performance and risk reporting
  • Independent opinion on realized investment performance & risk for private individuals and institutions
  • Portfolio construction and asset allocation techniques "beyond Markowitz" with non-normal distributions, non-linear dependence structures and realistic investor preferences based on complex risk preferences
  • Independent model risk assessments
  • Independent analysis and certification of backtests and model portfolios.
  • Gap analysis / evaluation of performance & risk management software, external advisor / steering committee member in internal software projects
  • Enhancing investment decision making processes with insights from Behavioural Finance research
  • Advisory board membership
  • Applied financial market research

Contact us for more information or to discuss your specific needs.