design of the template enables it to be applied to either
financial instrument or business portfolios.
The ability to
apply optimisation analysis to a portfolio of businesses
represents an excellent framework for driving capital
allocation, investment, and divestment decisions.
Portfolio Optimization Features:
- Ease and flexibility of
input, with embedded help prompts.
- Ability to specify the
number of units held in each product or business.
- Specify minimum and
maximum constraints for the optimized portfolio.
- Unique 'Maintain Current
Return Level' option to ensure that return is not
deteriorated at the expense of risk.
- Ability to modify the
correlation matrix and portfolio dynamics prior to the
- Intuitive graphical result
display with Monte Carlo simulation, including probability
analysis on specified 'Target' return level.
Customers who bought the Portfolio Optimization template also bought:
- Portfolio Performance
- Multiple Regression
Analysis and Forecasting