Sample Client Investment Solutions Projects

Insurance Company

We have guaranteed a high rate of return to our policy holder, but returns today are much lower. How should we structure our portfolio to stop bleeding to death?

Sovereign Wealth Fund

How would you design the portfolio structure of a brand new $100bn SWF from a clean sheet of paper ? Would the traditonal policy portfolio and manager selection still hold?

Sophisticated Institutional Investor

We dont know when or what will cause the next financial crisis, but there will be one. How should we analyze our complex portfolio and prepare for this event?

US Endowment

We have a traditional US style spending policy. If we switch to a European style spending policy, how should the portfolio change?

Global Investment Consultant

What should be the optimal FX hedge for the full plan – which is in effect a global multi-asset, multi-strategy portfolio?

High Net worth Individual / Family Office

We want a 6-8% return. Dont say we have a balanced portfolio, and return is negative because markets fell. How would you construct such a portfolio?

Private Equity Hedge Fund

We invest in both the fund of the hedge fund manager, as well in its equity as a LP. How should the risk of such a structure be evaluated?

Closed Life Insurance Company

We guarantee the portfolio downside with our own capital, and own the downside and liabilities as a principal. How should we construct a liability- aware portfolio ?

Proprietary Trading Group

Creating an AI / ML based trading platform using Big Data to manage Middle East financial markets

Pension Plan

We have just increased our Emerging Markets allocation by $6bn, but there is no liquidity in the market for this size. How should we structure this investment?

Publications & Presentations

  • Using Risk Management to Improve Investment Performance, Nile Capital Group Working Paper, Sep 2014.
  • Fund Performance, Asset Growth and the Task of Capital Allocators, Nile Capital Group Working Paper, Jun 2014.
  • Rethinking the Asset Allocation Approach for Plan Sponsors, SSRN working paper, Jan 2013.
  • Impact of manager compensation on portfolio risk and return, SSRN working paper, Nov 2007.
  • Skill based investment management, Journal of Investment Management, Q1 2006.
  •  From skill based to solution based investment management, SSRN working paper, Oct 2005.
  • Alpha and beta in an exposure based framework, SSRN working paper, Aug 2005.
  • Corporate mergers and acquisitions, ICFAI Chartered Financial Analysts Journal, Dec 1992.
  • Risk adjusted return measures, & the viability of various instruments in capital structure decisions, ANZ Bank, Jun 1992.
  • Gap between Theory & Practice – Realities of Portfolio Management, HKUST Business School, Hong Kong, Feb 2014.
  • Effective Decisions in Portfolio Management, Financial Times – Future of Institutional Investing, Hong Kong, Sep 2010.
  • Institutional Investor Closed Door Discussion, Institutional Investor Congress, Vienna, Feb 2008.