Portfolio Optimization and Asset Management

Optimizing portfolio performance through better asset management has become more challenging as the quantity and selection of investment instruments has grown. Today, portfolio managers can select from bonds, futures to highly exotic and complex instruments such as derivatives including hedge funds, funds of funds and more.

Advanced analytic techniques are required to analyze market data, and select the best asset mix that will deliver the desired risk-return characteristics. Further, analytic software and solutions are required to share mission-critical information with analysts responsible for managing portfolio performance on a daily basis. With one of the leading optimization software packages available and optimization specialists we can help you improve your business performance, manage risk and profitably expand your managed assets.

Read the lastest application note, Effective Portfolio Optimization: This application note shows you how to effectively construct an efficient portfolio using Insightful software. This example uses a small sample of stocks and determines the weight of each stock required to obtain specific risk-return characteristics.

• Effective Portfolio Optimization Application Note
• Download the Effective Portfolio Optimization Worksheet and Data Set [zip file]
• S+NuOPT White Paper: Maximum Drawdown Portfolio Optimization
• S+NuOPT Technical Note: Applying Mixed Integer Programming (MIP) to Portfolio Optimization Problems Using S+NuOPT

More Finance Applications

• Loan Portfolio Valuation
• Portfolio Optimization
• Risk Management
• Trading Strategies
• Basel II
• Quantitative Data Analysis with Excel and S-PLUS
• Analytic Customer Behavior Modeling

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