Consulting Services for Professional Investors

Student and Professor, it’s a classic story. Dr. Basilico and Dr. Johnsen’s history goes back to the early 2000s when Elisabetta signed up for two “Quantitative Investments” classes taught by Tommi, a finance professor at the Daniels College of Business, University of Denver. Their passion for applied asset management research brought them together again, when Elisabetta was hired as a quantitative analyst at the pension fund where Tommi was a consultant. They teamed up with JP Tremblay of Standard&Poors to found the Denver based branch of QWAFAFEW, an association of like-minded quantitative finance professionals meeting monthly to share ideas around investing and the research behind those ideas.

As a team and as individuals, they are passionate about empowering investors through education and are experienced and skilled at research.  They are proficient at turning academic insights into investment performance.

Below you can read some example case studies, which were implemented for actual clients.

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Your Experts

Elisabetta Basilico, PhD, CFA®

Quantitative Methods and Asset Allocation
Elisabetta Basilico is a seasoned investment professional with an expertise in “turning academic insights into investment strategies.” Research is her life’s work and by combining her scientific grounding in quantitative investment management with a pragmatic approach to business challenges, she’s helped several institutional investors achieve stable returns from their global wealth portfolios. Her expertise spans from asset allocation to active quantitative investment strategies. Holder of the Charter Financial Analyst since 2007 and a Ph.D. from the University of St. Gallen in Switzerland, she has experience in teaching and research at various international universities and co-author of articles published in peer-reviewed journals. She and co-author Tommi Johnsen are currently writing a book on research-backed investment ideas. You can find additional information at Academic Insights on Investing.

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Tommi Johnsen, PhD

Quantitative methods and Portfolio construction
Tommi Johnsen, until retirement in 2017, was the Director of the Reiman School of Finance and a tenured faculty at the Daniels College of Business at the University of Denver.She has worked extensively as a consultant and investment advisor in the areas of quantitative methods and portfolio construction. She taught at the graduate and undergraduate level and published research in several areas including: capital markets, portfolio management and performance analysis, financial applications of econometrics and the analysis of equity securities. Her publications have appeared in numerous peer-reviewed journals.

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