Quoniam Asset Management

Quoniam Asset Management GmbH is a Frankfurt-based quantitative asset manager. It appears in this vault as the institutional affiliation of Sascha Mergner, a co-author of Bulla et al. 2010, “Markov-switching Asset Allocation: Do Profitable Strategies Exist?” The affiliation is noted because it gives the paper a practitioner anchor — the study’s emphasis on realistic conditions (explicit transaction costs, out-of-sample testing, turnover control) reflects an asset-management rather than purely academic perspective.

Connections

• Bulla et al. 2010 — relates, source: https://mpra.ub.uni-muenchen.de/21154/1/MPRA_paper_21154.pdf