Our Approach
Our approach combines behavioural risk with investment engineering. We measure how investors are likely to respond to gains, losses and uncertainty, then use that information to shape portfolio construction and payoff design. The aim is to reduce the gap between how an investment is expected to perform and how it is ultimately experienced.
Our Research
Our research programme focuses on questions that can be defined, measured and tested. We study how investor behaviour affects realised outcomes, how payoff structures alter the path of returns, and how those effects can be incorporated into portfolio construction. For the Nigerian market, we also analyse proprietary risk-attitude data and maintain a systematic database of Nigerian corporate credit. The models, empirical work and supporting datasets are published on our Research page.
Read our research