Project information
- Category: Machine Learning
- Client: Cleveland Clinic Investment Office
- Project date:2020
- Project URL: project link
Long-Term Investment Pool Exposure Factor Analysis
Co-hosted by Case Western Reserve University and CCIO, this project involved conducting data cleaning and extracting monthly returns for CCIO's long-term portfolio and its fund level benchmark return data. Model results were matched with bottom-up aggregated exposure assumptions to identify mismatch factors and gain a better understanding of CCIO's risk exposure.