Original research, market analysis, and thought leadership in corporate finance, valuation methodology, and capital markets strategy.
A practitioner analysis of fund quality forecasting with historical return data only, calibrated across 25 sectors and designed to avoid name based bias.
Litigation grade methodology combining commission diagnostics, implied volatility extraction, and Monte Carlo probability analysis.
A case based framework for valuation, suitability, and adverse scenario review in complex swap product sales.
A compact treatment of portfolio default probability, concentration, and maximum loss logic under realistic correlation assumptions.
Sustainability parameter constraints integrated into Markowitz style optimization with marginal Sharpe impact analysis.
A side by side hedge cost and outcome review after the SNB floor removal shock.
Why hedge strategy quality must be evaluated with funding path constraints, not terminal variance alone.
Working Paper • Phase 1 Source Build • March 2026
Working Paper • Case Study VII • March 2026
Working Paper • Case Study XI • March 2026