Efficient Model Portfolio Construction
Based on Black-Litterman approach, OPTIMO reduces the complexity of asset allocation process and provides a valuable solution to define strategic and tactical asset allocation for your customers. An appropriate model portfolio construction provides agile and swift reaction to market fluctuations, with a balanced management of strategic bedrock and tactical concepts
MODEL PORTFOLIO CONSTRUCTION
STRATEGIC PORTFOLIO OPTIMISATION Efficient frontier generation leveraging on Black-Litterman approach, according to MiFID requirements for customer target/clustering
TACTICAL PORTFOLIO OPTIMISATION Tactical asset allocation process through absolute, relative and weighted views, minimising portfolio TEV
WHAT IF & RISK ANALYSIS Portfolio what if simulation, risk analysis, forward and back analysis, TWRR calculation
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