Aiperion is an R&D and consulting firm specializing in portfolio construction and risk. Aiperion proposes a new framework for institutional investors to think about portfolios which embraces the reality that investments and portfolios tend to have nonlinear sensitivities—i.e., the same portfolio behaves differently at different levels of risk. Managing this nonlinearity ex-ante is essential for avoiding the danger of averages and improving future performance. The framework integrates modern tools in portfolio construction including AI, use of the correlation dynamics, and forward-looking optimization. These allow investors to move beyond the confines of single-period, single-point estimates and make decisions based on utility criteria they can specify.





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