For reliable insight. For informed decision making.
Mathematical Challenge June 2016 (PDF 439 kb)
Since the work of Markowitz, diversification has become an important characteristic of an asset allocation. The basic idea of diversification is that the more the assets are diversified, the more efficient is the allocation in terms of realized mean-variance.
LLB Group launches pioneering investment advisory solution
Vaduz, 15 March 2016. With LLB Invest, the Liechtensteinische Landesbank (LLB) is offering the tailor-made investment advice and asset management of the future to private and institutional investors. The bank's clients benefit from the most modern information technology and individual advisory models. The LLB has developed this new service in an innovation partnership with Avaloq and the swissQuant Group, two leading companies in banking technology.
LLB Invest – Your assets in good hands.
More about LLB Invest
We program highly scalable software for the systematic analysis of large amounts of complex data. Our insights are based on high resolution time-series analyses, state-of-the-art classification methods and user-friendly visualization. Fast algorithms and robust optimization allow consistent and transparent findings on the basis of repeatability and replicability. With Intelligent Technology, our clients strengthen their strategic advantage.
Recording non-linear dependencies
Identifying regime changes
Monitoring of instabilities
Informed decision making
Informed decision making requires reliable analyses, accurate forecasting and a continuously adjusted set of strategy options. We model dynamic systems for the simulation of diverse and comprehensive scenarios. Multivariate regressions, dynamic copula models and adaptive filters equipped with proprietary calibration methods provide the basis for consistent decision making. Our Intelligent Technology enables our clients to make more expedient and better informed decisions, staying ahead of the competition and safeguarding against the unexpected.
Dynamic system simulation
Pattern recognition for forecasting
Protection against extreme events