We provide quantitative tools and consulting to assist insurance company, endowments, and pension clients with investment portfolio risk and skill oversight, including:
equity portfolio risk and skill modeling,
investment performance, strategy, and risk evaluation,
peer company investment benchmarking,
equity portfolio risk analysis and return attribution,
DFA/ALM peer company risk analysis,
DFA/ALM and equity risk oversight models.
Michael Kantor PhD, has over 30 years experience developing financial modeling systems. In the early 1980′s, he created a unique investment-performance diagnostic algorithm for the investment industry. This original approach to defining the impact of asset mix, market timing and stock selection on portfolio return has since been widely used by fund sponsors and investment management organizations. Michael holds a BS degree from the Wharton School of Finance and a Doctorate in Mathematical Statistics from Columbia.
Sheldon Engler PhD has three decades of experience in financial services, academics and investment counseling. Sheldon was previously head of fixed income research at Charles Schwab Investment Management and was previously global currency strategist and director of Europe, Middle East and Africa research at Bank of America. Sheldon teaches applied economics at the University of San Francisco College of Professional Studies and at the University of California, Davis Graduate School of Management. Sheldon is a member of the California Chamber of Commerce Economic Advisory Council, and served as chair of the council. Sheldon earned his Doctorate in Economics at the University of Florida.
David Newsom has spent three decades working with institutional investors in the area of asset allocation, portfolio structure, and performance analysis, both as a fund sponsor and as a consultant. David served as Senior Vice President, Research, and Head of Strategic Asset Allocation at SEI Corp. prior to co-founding Peer Analytics. From implementing the first surplus insurance trading strategy in 1984, to the development, with Michael Kantor in 1990, of an original dynamic modeling program integrating insurance company assets with liabilities – now called Dynamic Financial Analysis – he has supported clients with creative approaches to investment problem-solving. David is a graduate of Whittier College with a BA in Mathematics and Economics and holds an MBA in Finance from University of California at Los Angeles.
Greg Kapoustin CFA is expert in the diverse areas of software system design and engineering, financial analysis, portfolio management and financial risk management with a track record of design and implementation of complex synthesis projects spanning these diverse fields. He has spent the last ten years in the financial industry, with eight years of focus on portfolio management, risk management as well as reporting system design including multi-factor risk model design and implementation. Greg is a graduate of Amherst College with a BA, Summa Cum Laude, in Mathematics and Computer Science.