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Jeffrey Armstrong

Jeffrey Armstrong

Managing Director
Jeffrey Armstrong is an economist in the Econ One DC office with twenty years of experience in litigation consulting in antitrust matters. Most ...
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Ilhan Geckil

Ilhan Geckil

Managing Director
Ilhan Geckil is a Managing Director at Econ One Research, Inc.  He has over 20 years of experience in the areas of corporate finance, valuation, ...
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Krista Holt

Krista Holt

Managing Director
Krista Holt is a Managing Director at Econ One Research, Inc.  She testifies at trial in patent, trademark, trade secret, copyright, false ...

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Hal Singer

Managing Director
Hal Singer Hal Singer is an expert in antitrust, consumer protection, and regulation. He has researched, published, and testified on ...

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Jean-Marie van der Elst

Managing Director
Jean-Marie van der Elst is a Managing Director at EconOne Research Inc., leads an International Arbitration practice, and is an international ...
Marc Martos-Vila EconOne Senior Economist

Marc Martos-Vila

Marc Martos-Vila

Senior Economist
Marc Martos-Vila is a Senior Economist with Econ One Research. Dr. Martos-Vila is an expert in financial markets, corporate finance (including ...

David Blackwell

David Blackwell

Consultant to the Firm
David Blackwell is an Outside Consultant with Econ One and is a Professor in the Department of Finance and Quantitative Analysis at the ...
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Robert Litan

Consultant to the Firm
Robert Litan has had nearly four decades of experience, as an economist and attorney, in the worlds of the law, economic research and policy, ...

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Portfolio Optimization and Testing

Portfolio optimization is a process designed to select the best asset allocation in an investment portfolio to maximize returns and reduce risk. This process usually considers multiple investments and decides on an optimal mix of investments. Many of these decisions are driven by an optimization model.

Portfolio testing involves validating and testing the optimization model and its assumptions. This usually involves backtesting and stress testing the optimization model to assess how the portfolio might perform under adverse market conditions.

Econ One’s economists can assist with optimizing portfolios and testing the optimization models and their assumptions. Our economic and finance experts leverage advanced econometric techniques and financial analysis to measure and analyze portfolio scenarios and test outcomes under different assumptions. In addition, we have experience developing optimization models and stress testing those models to arrive at the optimal portfolio mix. Our deep understanding of complex economic theory, paired with our proficiency in handling large datasets, empowers us to provide relevant and helpful suggestions when it comes to optimizing a portfolio.