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Ortec Finance

Insights

Monday, December 4, 2017

Quarterly outlook is mostly positive, but urges caution

We provide our latest perspective on economic conditions and the market environment in our end of September 2017 Quarterly Outlook. The Quarterly Outlook provides valuable insights into current trade-offs between risk and return as they follow from the Ortec Finance Scenario set (OFS).

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Tuesday, November 7, 2017

Robust optimization through near optimal portfolios

Portfolio optimization allows investors to make optimal risk-return trade-offs and plays a crucial role in their investment decision process. Unfortunately, optimal portfolios are sensitive to changing input parameters.

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Tuesday, October 31, 2017

Decision making in an uncertain economic world

We live in an uncertain economic world. Interest rates have been very low in recent years, amongst others due to quantitative easing programs. But what will happen with interest rates and the return on investments when these quantitative easing programs come to an end?

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Monday, October 30, 2017

Quarterly outlook mostly positive

The Quarterly Outlook of Ortec Finance is cautiously optimistic about the economic prospects for the coming period. The global economy is improving, but there are reasons to keep the optimism in check.

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Tuesday, October 17, 2017

New article on risk neutral valuation in the international journal Applied Mathematical Finance

The article “On the modelling of nested risk-neutral stochastic processes with applications in insurance” has been published in the journal Applied Mathematical Finance. This research article focuses on the robust calibration of risk neutral models and integration in a real world scenario set.

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Friday, September 29, 2017

Interactive business cycle chart

Business cycles are one of the defining characteristics of realistic market behaviour (“stylized facts”) in asset prices, yield curves and volatilities, as well as in the broader macro-economic environment.

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Monday, September 25, 2017

Ortec Finance expands global presence with new Hong Kong office

Ortec Finance, expert provider of investment decision technology and solutions, today announced their continued global expansion with a new office in Hong Kong. The office will officially open in October 2017 with Mark Hoogendijk taking up position as Managing Director.

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Wednesday, August 16, 2017

Ortec Finance Quarterly Outlook June 2017

Please read our most recent Quarterly Outlook, based on our scenario approach applied to all information available at the end of June 2017.

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Tuesday, August 8, 2017

Dynamic lifecycle investment

With the upcoming new pension scheme, in which fewer risks will be shared, lifecycle investing will become more prominent in the coming years. The idea of lifecycle investing is that the older you get, the more low-risk investments you make. The most familiar example of lifecycle investing is Bogle’s rule, which recommends that the percentage of your high-risk investment equals 100% minus your age. Thus, a 20-year old invests 80% in shares and someone who retires at the age of 67 only 33%.

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Thursday, April 6, 2017

EIOPA published new UFR methodology

On April 5, EIOPA, the European Insurance and Occupational Pensions Authority, published its new methodology to derive the Ultimate Forward Rate (UFR) for European insurers.

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