Submitted by Jérôme Malaise on Fri, 02/14/2014 - 11:45
On February 3rd 2014, Bank of America Merrill Lynch announced the launch of the Merrill Lynch Investment Solutions (MLIS) - Merrill Lynch Dynamic Capital Protection UCITS Fund, managed by Merrill Lynch International and advised by Koris International.
Submitted by Jérôme Malaise on Tue, 02/11/2014 - 14:31
Philippe Aurain (Deputy CEO and CIO of Fédéris GA) explains us the positioning of Fédéris GA (FGA), the asset management arm of the social welfare group Malakoff Médéric, and emphasizes on the firm's latest development. Indeed, he introduces the recently launched fixed income fund of funds, Pro Rendement Global, combining FGA's fund selection skills with Koris' dynamic risk budgeting techniques.
Submitted by Jérôme Malaise on Sun, 01/26/2014 - 12:17
Nicolas Duban (Chairman NExT AM), Olivier Ramé (Chairman Swell AM) and Jean-René Giraud (C.E.O. Koris International) exchange views on the evolution of the portfolio management industry in an environment of loose monetary policies. They especially underline the importance of tactical asset allocation under a dynamic risk control framework.
Submitted by Jérôme Malaise on Fri, 01/17/2014 - 10:51
In order to continue expanding its institutional product offering, Banque Bonhôte & Cie joins forces with Koris International to offer dynamic risk management solutions to Swiss pension funds and social security plans.
Submitted by Jérôme Malaise on Sun, 01/12/2014 - 14:24
Following a Request for Proposal (RFP) launched in 2013, Fédéris Gestion d’Actifs has chosen Koris International to develop and implement a dynamic asset allocation model tailored to the specific features and constraints of Investment Grade, High-Yield and emerging debt markets.
Submitted by Jérôme Malaise on Tue, 01/21/2014 - 11:43
Under the CIFRE plan (industrial contracts for training through research), Koris International launches a research program in behavioral finance through a PhD entitled "Behavioral Finance Approach for Risk Assessment in Quantitative Portfolio Management”, conducted by the PhD student Maxime Bonelli.
Solvency II increases the capital requirement for investments in risky assets, thereby representing a challenge for investors under the regulatory framework. This article introduces the problem faced by insurance companies and discuss the various options available or being developped.
Submitted by Jérôme Malaise on Sun, 12/08/2013 - 16:14
Historically, most pension funds have relied on a static asset allocation approach aiming at generating returns at least equal to that of a given composite benchmark. The CERN Pension Fund, a Swiss franc defined benefits pension scheme, was one of them. The risk profile they chose conducted them to record pronounced losses in 2008. Dampened by this experience, they adopted a dynamic capital preservation approach in 2010.
Submitted by Marine Quillaud on Thu, 11/28/2013 - 18:36
In the midst of the numerous discussions about the risk-parity approach to asset allocation, Koris International's Head of R&D gives us insights into the advantages and limits of the risk parity versus dynamic risk-controlled approaches to asset allocation in different contexts.
Submitted by Jérôme Malaise on Fri, 10/18/2013 - 16:16
In this research paper, Dr Daniel Mantilla-Garcia (Head of Koris' R&D) solves for the growth-rate optimal multiplier of a portfolio insurance strategy in the general case with a stochastic reserve asset. The results obtained show that the strategy significantly outperforms the standard Constant Proportion Portfolio Insurance strategy (CPPI) in most scenarios over long horizons.
Submitted by Jérôme Malaise on Mon, 03/03/2014 - 15:08
(Erick Jarjat, Newsmanagers) The investment advisory firm Koris International started 2014 remarkably well with announcing several commercial agreements in France and abroad. In an interview to Newsmanagers, Jean-René Giraud, Koris' CEO, discusses the firm's history, strategy and forthcoming developments.
Submitted by Jérôme Malaise on Tue, 02/18/2014 - 11:53
Koris International, alongside Bank of America Merrill Lynch, will participate in the 2014 Tel Aviv Institutional Investment Conference on March 10th, 2014 in Tel Aviv, Israel. During this event, Jean-René Giraud (Koris International’s CEO and co-founder) and Brice Tropper (Head of Sales Israel, Benelux and Italy, Fund Solutions Group, Bank of America Merrill Lynch) will introduce ways of building successful risk budgeting investment strategies.
Submitted by Jérôme Malaise on Wed, 01/08/2014 - 18:10
Koris International, recognized expert in dynamic asset allocation techniques, and Instit Invest, first media exclusively dedicated to the institutional investors community, announce the signing of a cooperation agreement with regards to asset allocation issues faced by European pension funds, insurers and other professional investors.
Koris International's workshop presentation at EDHEC-Risk days in London, lead by Dr. Mantilla Garcia, head of R&D, on "developements of dynamic risk-controlled asset allocation strategies" included myths about Portfolio Insurance, the introduction of a Growth Optimal Portfolio Insurance strategy and generalizations of former portfolio insurance strategies.
ORIAS n° 13000579 Financial investment advisor registered under No. D011872 by the CNCIF, association approved by the French regulator (AMF). Conseiller en Investissements Financiers Enregistré sous le n° D011872 auprès de la CNCIF, Association agréée par l’Autorité des Marchés Financiers.