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Advanced Portfolio Solutions delivers integrated and single point portfolio analysis and review solutions for active management firms that want to incorporate institutional level portfolio and risk management procedures into their portfolio construction methodology and marketing strategy. We also offer portfolio reconstruction and performance enhancing strategies for active products. Our market trend and extreme sector deviation analysis is available by contacting us directly, this is of particular value to Portfolio Managers and Investment and Financial Advisory Firms who use ETF's and select sector funds as part of a tactical and strategic asset allocation program. Our approach to generating such solutions is based on the latest advances in financial theory and empirical research and incorporate modern methods in portfolio construction, design and management. This enables our clients to focus on their core-competencies in stock picking and active management, while outsourcing the quantitative aspects of portfolio analysis to the specialists*. Dr. Pankaj Agrrawal (Ph.D. Finance) is Founder & President of Advanced Portfolio Solutions, a consulting firm founded to provide solutions to institutional buy-side firms in the areas of: Portfolio Review and Reconstruction, Global Portfolio Risk Management and Investment Product Architecture. His current research is on the “Effects of Interval and Period Switching in the Estimation and Stationarity of Market Betas” and developing multi-constraint optimized long- short market-neutral hedged portfolios using ETF’s as primary assets. Other research interests include devising Alpha-return techniques that utilize portfolio risk exposures to drive returns. He has always maintained his ties with the academic world. His academic experience includes adjunct finance faculty positions in the EMBA program at Drexel University, at Harvard University (Ext.), Cambridge and at the Golden Gate University in San Francisco, where he designed and conducted a doctoral seminar in investments. He is now finance faculty at the University of Maine. He has over eight years of executive experience in the asset management industry, where he served as Vice President, senior Portfolio Manager and Director of Quantitative Research and Investing, for various global asset management firms (Putnam Investments, Gartmore Global Investments) and cutting-edge finance technology providers, such as Vestek Systems (Thomson Financial) of San Francisco. He has extensive experience with developing risk management platforms for long-short hedge funds and has developed several proprietary technologies. Dr. Agrrawal has presented more than twenty papers at refereed conferences and has published in the Financial Analysts Journal and the Journal of Investing His paper on trigonometric testing for portfolio efficiency received the Best Doctoral Paper Award at the 1996 South Western Finance Conference in San Antonio, Texas. His research has been referenced in German, Swiss and Taiwanese Journals. His biographical profile is included in Marquis Who’s Who in Finance and Industry. Traveling, B/W photography, tennis, cricket and fitness are some of his other interests. He resides in the suburbs of Bangor, ME, USA. |
