Investment Approach
Lumen’s investment approach is value-based as we strongly believe value trumps any other investment style over the investment cycle, particularly in inefficient markets (e.g. emerging, irrational markets). Our objective is to identify value with a margin...
R4A
Robo4Advisors (R4A) leverages data, technology, and valuation and portfolio construction methodologies to precisely tailor investment solutions and increase the probability of successful investment outcomes. Generating an extensive menu of investment solutions across global markets, asset...
3 Innovative Features
The Lumen Global Value Compass is a comprehensive GPS of global value. Our enhanced and modified version of the Black-Litterman model for portfolio construction is complemented by an advanced portfolio risk management system focusing on...
Lumen’s Research
The 60/40 is Dead … Long Live Modern Portfolio Theory The 60/40 portfolio, comprised of 60 percent equity benchmarks and 40 percent bonds, has remained a cornerstone of the wealth management industry for many decades....
Featured Insights (our new Blog Home: https://lumenr4a.substack.com/)
The New “New” Alpha
The end of a historical bond market rally will bring about yields normalization with considerable implication in the financial landscape. Active management is not over but has migrated from stock picking to active asset allocation to generate Alpha.
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