Infanger Investment Technology

Description

Our portfolio manager, Dr. Gerd Infanger, has extensive experience in managing investment funds based on sophisticated quantitative portfolio strategies. He is moreover internationally recognized as a leader in stochastic optimization and its applications in finance. Based on his research and experience, he has designed a rigorous and objective quantitative process of investment selection, portfolio construction and performance monitoring. The first step in the investment process is to rank potential investments according to their expected performance in upcoming periods.

IIT has productized software systems based on state-of-the-art methodologies and related software used internally for some time. The common denominator is solving optimization problems in which uncertainty is explicitly incorporated in the models. The problem formulations and solution methods have been developed over many years of research and are rigorously justified from a theoretical standpoint. IITPortf™ is an advanced system for portfolio optimization and backtesting.

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