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Asset Allocation Software

Asset Allocation Software

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About 

Who we are and what we do

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The ALM Optimizer® Team
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The software model is designed by Bob Korkie, currently principal of RMKorkie & Associates an  independent group of financial consultants (www.RMKorkie.com).  Previously, he was head of research and risk management at OPTrust that manages the Ontario Public Service Employees pension fund, where he was involved in asset allocation, performance system design, and related areas.  Prior to that he was a chaired professor of finance at the University of Alberta, where he taught portfolio analysis and investment management and conducted financial market research. Samples of past and current resarch are available in the References link.  

The software design and implementation is headed by Edward Elyn who has extensive experience in software applications and development.  He is a .NET application developer with many years of programming experience involving educational and financial application systems.  His programming languages and platforms include C#, VB.NET, VB, ASP.NET, and MS-SQL.

The team's current research and development is dedicated to improving the reliability and usefulness of portfolio optimizers including the ongoing development of new ALMOptimizer® modules that reflect this research.  



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