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Main
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Spread Sheets
>Portfolio Optimization |
 The
Portfolio Optimization model calculates the optimal capital weightings for a
basket of investments that gives the highest return for the least risk. The
unique design of the model enables it to be applied to either financial
instrument or business portfolios. The ability to apply optimization
analysis to a portfolio of businesses represents an excellent framework for
driving capital allocation, investment, and divestment decisions.
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Key
features of Portfolio
Optimization:
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Ease and flexibility of input, with embedded help prompts.
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Ability to specify the number of units held in each product or business.
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Specify minimum and maximum constraints for the optimised portfolio.
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Unique 'Maintain Current Return Level' option to ensure that return is not
deteriorated at the expense of risk.
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Modify correlation matrix and portfolio dynamics before optimization
process.
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Intuitive graphical result display with Monte Carlo
simulation, including probability analysis on specified
'Target' return level.
System
Requirements:
Portfolio Optimization screenshot:
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