PORTFOLIO MANAGEMENT CONSULTING

We work to maximize your portfolio/returns using complex strategies and financial instruments and how to choose among alternative investment assets.

Our sole focus is to care for, preserve, grow, and help financial advisory firms, tied agents of investment firms, and investment firms to maximize the effectiveness and value of their investments.

Following these objectives, JRO derivatives provides an integrated Portfolio Management methodology, including:

  • Investment environment and investment process.
  • Quantitative methods of investment analysis.
  • Theory of investment portfolio formation.
  • Investment in stocks.
  • Investment in Fixed-Income Securities.
  • Psychological aspects in investment decision making.
  • Using derivatives as investments.
  • Portfolio management and evaluation.

JRO Derivatives helps to describe and to analyze the investment environment and different types of investment vehicles in order to understand and to explain the logic of investment process and the contents of its’ each stage as well as to use the quantitative methods for investment decision making to calculate risk and expected return of various investment tools and the investment portfolio.

We work to maximize your portfolio/returns using complex strategies and financial instruments and how to choose among alternative investment assets, including:

  • Portfolio and Equity Analysis: Portfolio Risk and Return.
  • Analysis and Valuation Fixed-Income Securities.
  • The Asset Allocation Decision.
  • Portfolio Risk Management Strategies and Optimization, portfolio construction, optimal portfolios.
  • Correlation and Covariance between assets.
  • Variance/covariance matrix.
  • Capital Market Theory: CML, CAPM.
  • Derivative Analysis.
  • Evaluation of Portfolio Performance such as Sharpe, Treynor and Jensen’s performance measure.
  • Portfolio VaR.
  • JRO Derivatives provides consulting about the Global Investment Performance Standards (GIPS). GIPS is a set of standards for the presentation of investment performance information, and industry-wide methods of communicating investment result to prospective clients. We also provides consulting about how to build the Investment Policy statement (IPS). This is a critical document for investment advisors and consultants and their clients, including a description of the client´s risk tolerance, time horizon, and target rate of return.
  • Monte Carlo simulation, scenario analysis and calculating portfolio VaR, Synthetic strategies, volatility strategies, Greeks and sensitivities.