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Asset Management

This section highlights my expertise in asset management, with a focus on designing investment strategies and integrating sustainable finance principles. Using financial models, such as CAPM and Fama-French, and econometric techniques, I analyzed asset allocation, optimized returns, and effectively managed risk. These projects emphasized data-driven decision-making to balance long-term profitability with responsible investment practices.

The European Value Fund: A Long-Short Value Investment Strategy

Assessing the Performance, Risk, and Economic Rationale Behind a Factor-Based Value Strategy

In this project, I conducted an in-depth financial analysis of MediMedia International’s 1990 management-led leveraged buyout (LBO). The case focused on evaluating the company’s enterprise value, equity returns, and financial sustainability using valuation techniques such as the Adjusted Present Value (APV) method, peer group analysis, and sensitivity testing.

My role and contributions

  • Designed and implemented a long-short value investing strategy

  • Developed a full backtesting framework in R

  • Benchmarked strategy returns against market excess returns and Fama-French factors.

  • Conducted CAPM and Fama-French 3- and 4-factor regressions

  • Automated portfolio sorting, weighting, and rebalancing

  • ​Processed and cleaned large financial datasets

Skills demonstrated

Factor investing

Portfolio construction

Risk and Performance evaluation

Backtesting and benchmarking

R programming language

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