Portfolio Construction: Fund Of Funds and Multi-asset Funds

Designed for alternative investments, ABC Quant's portfolio construction framework enables creating virtually any investment vehicles with desired risk-return profiles. It goes far beyond the traditional mean-variance criteria of portfolio investment quality by applying a multi-statistic approach to a target portfolio that should satisfy all selected risk metrics. As a hedge fund investor, you know that constructing a robust hedge fund of funds is not a trivial task. We can help you resolve that task by offering a broad range of portfolio construction services.

Tailored To Alternative Investments

  • Stop relying on the mean-variance methodology which is hardly applicable to alternative investments
  • Build a robust investment portfolio that satisfies multiple risk metrics 
  • Utilize most advanced analytical models available today, from non-linear optimization to Elastic-net and copula-based simulations
  • Get the most of ABC Quan't proven proprietary methodologies of Macroeconomic Scenario Screening™ and Trend Segmentation™

What We Can Do For You

  • Deliver a complete portfolio construction framework based on your custom requirements
  • Offer a few alternative portfolio construction techniques to choose from
  • Construct a sample hedge fund or multi-asset portfolio and provide its full risk assessment
  • Screen assets for your portfolio based on hundreds of quantitative and qualitative filters
  • Monitor and rebalance your portfolio on an ongoing basis
  • Restructure your existing portfolio to enhance its risk-return profile

Investment Research On-demand

On-demand services: accounting, fund risk valuation, due diligence, and portfolio construction

Fund Risk Assessment

Risk assessment of hedge funds across a broad range of risk models tailored to alternative investments.

Portfolio Risk Assessment

Risk assessment and valuation of Hedge Fund of Funds and multi-asset investment portfolios.


Portfolio Construction

Hedge fund portfolio construction: manager selection, portfolio optimization and risk analysis. 


Portfolio Optimization

Optimization of hedge fund of funds and multi-asset portfolios across a broad range of objective functions.

Due Diligence

Comprehensive quantitative and qualitative Due Diligence on hedge funds covering all investments risks.

Style Analysis

Manager Style analysis based on multi-factor models and designed for alternative investments.


Strategy Enhancement

Strategy enhancement solutions to improve risk-return profiles of fund of funds and multi-asset investment portfolios. 


Demo Request


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