Prasad Ramani, CFA, is Director, Portfolio Risk & Quantitative Analytics at a major family office based in Dubai, United Arab Emirates, where he is responsible for developing, managing and monitoring the investment risk and reporting framework for the overall portfolio. He is also a key subject matter adviser on quantitative techniques to optimize strategic asset allocation and assist with portfolio management. Ramani has over 13 years of experience in quantitative risk and portfolio management, financial modeling and programming. He is a Certified Financial Risk Manager (FRM) with the Global Association of Risk Professionals (GARP). Ramani holds an MS in quantitative and computational finance (QCF) from the Georgia Institute of Technology.
A new technique called direct alpha may overcome key problems with some typically used private equity benchmarking methodologies.
The fundamental aim of any portfolio construction methodology is to deliver optimal risk-adjusted performance.
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