Research

Schroders and Imperial College London collaborate on multi-asset study

Thu, 19/06/2014 - 11:44

Schroders Multi-Asset Investments and Portfolio Solutions (MAPS), led by Nico Marais, is collaborating with Professor Tony Constantinides, director of the newly created Imperial College Financial Signal Processing Laboratory (FSP).  

Schroders will spearhead an initial 12 month project, which is facilitated by Imperial’s consultancy company, Imperial Consultants.
 
FSP was created in 2014 with a vision of bringing professionals from academia and industry together to promote research in quantitative finance using engineering tools, with a special focus on signal processing and optimisation techniques.
 
Specifically working with MAPS, Professor Constantinides and his colleagues will advise on the current state of affairs relating to technical and algorithmic aspects relevant to risk premia based multi-asset investing. The team will also provide advice on research projects in econometric modelling, signal processing and optimisation.  
 
Marais says: “We have brought our researchers and portfolio managers at Schroders together with Professor Constantinides and his team to further advance our thought leadership in Multi-asset investing.”
 
Constantinides says: “We look forward to our collaboration with Schroders. We hope this will be the beginning of a long-term relationship which will be beneficial both for Schroders and our students at Imperial College London.”


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