FERI Trust GmbH
Dr. Eduard Baitinger is Head of Asset Allocation at FERI Trust GmbH. There he works in a close cooperation with the Chief Investment Officer on the investment strategy for FERI clients and heads various (quantitative) asset allocation research projects. Eduard joined FERI 2013 as a Senior Quantitative Analyst and became Head of Asset Allocation in 2015. Prior to joining FERI, Eduard was a research assistant at the University of Bremen and a part-time financial analyst at Tiger Asset Management GmbH. After studying in Bremen and New York, Eduard graduated 2010 from the University of Bremen with a diploma in economic studies. In 2014 he earned a Ph.D. with distinction from the University of Bremen, whereby he researched on new approaches for quantitative asset management.
This paper extensively compares mutual-information-based networks with correlation-based networks on a stand-alone basis and in the framework of active investment strategies.
This paper studies centrality (interconnectedness risk) measures and their added value in an active portfolio optimization framework.
This paper addresses the issue of model selection risk by examining whether a model’s past performance in forecasting expected returns provides an indication of its future forecasting performance.