“Safety on Board” - How to Protect Equity Portfolios with Risk Signals Based on Bayesian Change Point Models

This paper is part of a series of OpenMetrics Solutions use cases, which we publish regularly. The aim is to provide investment professionals with additional insights into concrete problem solving approaches.

The current use case “How to Protect Equity Portfolios with Risk Signals Based on Bayesian Change Point Models” explores the potential of improving the risk/return profiles of equity portfolios by using well-grounded mathematical algorithms, which have proven to function in real world applications.