We help clients tackle complex asset allocation questions
We are asset allocation specialists that aim to address the biggest questions facing investors. We have decades of combined experience shaping the investment strategy for the world’s largest sovereign fund and backgrounds in academia, central banking, and index providers.
Pavol has a significant track record of producing influential macro and finance research and providing advanced asset allocation capabilities.
Prior to Allocation Strategy, he spent a decade at Norges Bank Investment Management where he was heading the Investment Research team. In this role, he built and managed a comprehensive asset allocation research and analytics platform. He delivered advanced research, models, and advice that informed strategic and tactical asset allocation decisions in addition to macro risk management and portfolio stress tests.
Before that, he spent several years in academia, where he published highly influential publications in the field of yield curve modelling, including papers in Journal of Finance and Review of Financial Studies. He started his career developing iBoxx fixed income indices and related products.
Michael has extensive experience producing in-depth research within investment and policy environments.
Prior to founding Allocation Strategy, he was Lead Researcher in the Strategy Research Department at Norges Bank Investment Management (NBIM) providing rigorous research and advice to the Ministry of Finance, executive board, investment committees, and portfolio managers. He made numerous high-profile contributions to the Discussion Notes series that were the analytical underpinning to advice to the Norwegian Ministry of Finance.
Prior to NBIM, he was a financial economist at the Bank of England, where he developed asset pricing models to extract information from financial markets for advising the Monetary Policy Committee. He has produced work published in the Journal of Fixed Income, Journal of Alternative Investments, and the Journal of Banking and Finance.
Drew is highly experienced in developing advanced technical infrastructure for the delivery of models, data and research for asset allocation.
He started his career at Norges Bank Investment Management in 2017. As a Senior Researcher, he developed expertise in cloud infrastructure, database management, and advanced programming techniques for managing large-scale datasets. He built infrastructure and analytics platforms using the latest tech solutions that are essential for underpinning advanced asset allocation research.
He uniquely combines significant technical expertise with asset allocation modelling knowledge. He has built and maintained state-of-the-art allocation models and produced research across all asset classes, including in-depth advice on private equity investments.
We take a rigorous research-driven approach to solving allocation and investment problems. Our backgrounds combine the best of academia, central banking and investment management. Based on this principle, we have built a world-class research platform at the largest sovereign wealth fund in the world.
We hold ourselves to highest standards and look after client’s interests and objectives. To facilitate this, we are a closely-held partnership. We are dedicated to asset allocation research and advice, to be able to provide unbiased and independent advice.
We never compromise on quality of our work. We would rather reject new clients or delay deployment of models than deliver subpar output.
We have a demonstrated ability to push boundaries, think out-of-the-box and be on the cutting edge in asset allocation research. This is not self-serving, we translate it to high quality solutions for our clients.
