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The University of Southampton
Centre for Risk Research

Centre for Risk Research Secures Major Strategic Asset Allocation Project

Published: 25 January 2016
7IM are based in London

Seven Investment Management, a leading investment management company, has commissioned a major two-year (£250k) research project from the Centre for Risk Research (CRR). The project will develop portfolio optimisation models capable of producing strategic asset allocations to match a variety of risk profiles across multiple funds and portfolios.


The project will commence in March 2016 and will involve an eight-person team from CRR. The CRR team will work closely with the investment team at Seven Investment Management, an innovative, well-respected UK-based company with £10bn of assets under management. The project aims to develop flexible, portfolio optimisation models using leading-edge techniques, capable of matching portfolios to investors’ individual risk profiles. Professor Johnnie Johnson, Director of the Centre for Risk Research commented: “ This project provides the CRR with a great opportunity to showcase how our state-of-the-art risk research can make a significant commercial impact”.

Professor Frank McGroarty, the principal investigator on the project, said ‘This project gives us the opportunity to showcase the diverse, multi-disciplinary skills available in the CRR and further cements our role as an important contributor to the financial services sector”. Dr. Patrick O’Sullivan, one of Centre’s experts in portfolio optimisation, commented that ‘this collaboration is the fruit of the CRRs active business engagement strategy and will enable us to employ the large data and computing resources available in the University to the benefit of investors and the UK economy”.

The Centre for Risk Research project team, includes Professor Frank McGroarty, Professor Johnnie Johnson, Professor Ming-Chien Sung, Dr. Patrick O’Sullivan, Dr. Richard McGee, Dr. Tiejun Ma and a Research Fellow, who will be appointed shortly.


For more information concerning Seven Investment Management:


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