Approach and Principles
Koris International is anchored in the strong belief that systematic investment processes, implementing well defined and repeatable rules, are more sustainable than any discretionary investment strategy in order to reach long-term objectives both in terms of return and risk management. Focusing primarily on capital loss protection, Koris provides asymmetric models controlling and limiting the downside risk.
Understanding what kind of risk an investor is willing or able to be exposed to is at the heart of Koris’ research and investment philosophy.
Our technologies find their foundations in financial engineering and mathematical finance including: volatility modeling, extreme value theory, filtering algorithms, Bayesian statistics, numerical optimisation.
Koris International is devoted to the conception and development of quantitative dynamic allocation models. The company offers its services to those parties seeking to benefit from the most advanced academic research and to take full advantage of the bridge Koris is building to close the gap between the world of financial research and industry.
Koris International delivers asset allocation technologies implemented by renowned investment managers using ETFs, index funds, Futures, and active funds. With its innovative approach, Koris International’s objective is to provide clear responses to investor needs, enabling its clients to develop cutting edge investment methods.
Koris International’s services, in short, make it possible to develop investment methods that meet the needs of both institutional and private investors, through a strong focus on the specific strategies described below.
• Dynamic Core-Satellite
It constitutes the founding technology of the company, and is a robust and consistent approach to downside risk protection. This strategy relies on state-of-the-art quantitative risk management techniques involving advanced extreme risk measures. Its efficiency has been proven through a long track record of delivering industry-recognised quality, value and reliability. Koris offers this asymmetric model to several clients for a wide array of liquid asset classes, in order to maximise exposure to risk premia while limiting both absolute and relative losses, i.e., maximum drawdown and underperformance control. These strategies can adapt to meet investors’ constraints. In particular, Koris offers Solvency II compliant investment solutions.
• Long-Short Equity
Koris has developed an innovative Long-Short Equity strategy aiming to enhance performance with respect to Long-Short equity indices regardless of market conditions. The model offers an efficient access to diversified hedge fund strategies, paired with a long term return enhancer that can be long or short depending on market conditions. The resulting dynamic allocation seeks to exhibit asymmetric returns and risk-adjusted performance improvements with respect to Long-Short equity indices.
• Factor Investing
Koris proposes a smart factor investing framework in the equity space, targeting better access to multiple alternative risk premia, as well as improvements in terms of risk mitigation. The strategy is based on a dynamic allocation to core equity factors that exploits conditioning information useful in factor-timing decisions. The corresponding dynamic multi-factor portfolio targets robust and consistent outperformance of equity benchmarks.