Asset management
Alternative & Structured
Our expertise
Economic cycle analysis is effective in the medium to long term, but markets can behave less rationally in the short term due to technical factors (flows, risk aversion).
Systematic management using quantitative signals allows these technical factors to be taken into account and reduces portfolio volatility.
Our quantitative model
Lazard Frères Gestion has developed a quantitative model with two objectives: to quickly detect signs of changing trends so that allocations can be adjusted in a timely manner, and to limit false signals.
In terms of risk management, when our models indicate the need to divest a risky asset, it will be replaced in the portfolio by government bonds or cash.
Taking fundamental analysis into account
Our management process combines:
- a quantitative approach to trend tracking in its short- and medium-term allocation choices;
- fundamental analysis in the selection of asset classes and long-term investment vehicles.
