Together with the strategic planning, the dynamic allocation of asset classes is a key success factor for institutional investments. To optimize the asset allocation over time, we adjust the portfolio structure for market cycles using a rule based, risk-controlled management approach within the context of our dynamic asset allocation strategy.

Our process is structured, transparent and focused on the essentials. It is our intention to not only develop innovative strategies, but also to guarantee their best possible implementation. This ensures that the strategy performance indeed benefits our clients' portfolios.

The team of alpha portfolio advisors offers you an excellent scientific and mathematical skillset combined with many years of practical experience in institutional asset management.



In 2001 we developed the alphaport® strategy, commonly referred to in literature as „Best of Two Strategy“, and refined it ever since. Starting in 2003 we have been integrating this dynamic strategy very successfully into the asset allocation of our institutional clients.

The alphaport® strategy addresses the central decision of asset allocation: the level of equity holdings over time. Our approach is systematic and does not rely on forecasts.

Risk management, in particular the avoidance of substantial losses and the preservation of the risk budget, constitutes the core of the strategy. At the same time, the alphaport® strategy combines pro-cyclical and counter-cyclical elements, thereby offering an excellent return potential.

As such, the strategy contributes significantly to the sustainable achievement of individual investment objectives.



Jochen is a managing director of alpha portfolio advisors GmbH overseeing it’s asset allocation and manager selection services. Before founding alpha portfolio advisors in 1998, Jochen managed the German branch of the consulting firm Barra International where he began his career in 1991. In 1994 he earned a doctorate at the University of Münster under Prof. Dr. Manfred Steiner with a doctoral thesis entitled “The Investment Success of the Minimum Variance Portfolio.” His thesis was awarded first prize for academic excellence conferred by the Deutsches Aktieninstitut (German Equities Institute).

Jochen is the co-editor of the handbooks entitled “Hedge Funds”, “Asset Allocation,” “Portfolio Management” and “Spezialfonds” as well as the author of numerous articles on the subject of asset management.


Senior Consultant

Marko is responsible for the operative implementation and management of the alphaport® Strategy. He is also the primary contact for our dynamic asset allocation clients.

Marko has been at alpha portfolio advisors since 2004. Prior to joining the company, he studied business mathematics with a concentration in stochastic processes and optimization at the Philipps-University in Marburg.


Senior Consultant

Philipp conducts research for the alphaport® Strategy. He is currently also a professor for business administration at the University of Applied Science in Aachen.

Philipp was a portfolio manager for dynamic asset allocation mandates at Oppenheim Kapitalanlagegesellschaft from 2008 to 2014. In this role, he was also responsible for the development of quantitative models. Prior to this position, Philipp spent over four years as a research assistant for the Chair of Business Administration and Finance Prof. Dr. Dr. h.c. Martin Weber at the University of Mannheim.