The client has started a closed-ended hedge fund of $15 MM. With three types of investments available, each with a different rate of return and associated risk, the client wanted to analyze the returns under various scenarios.
Faced with this challenge, the client approached Perceptive Analytics to build a model that tracks the performance of the fund and recommends action to obtain maximum return for the selected scenario.
Our model helped the client as a decision support tool for investments in various instruments. The client was also able to optimize the risk by balancing the funds amongst various investments.
Author: Chaitanya Sagar.
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