true optimizations rather than local searches around arbitrary starting points, irrespective of the risk measure or the horizon,
internally consistent model with a users’ parameter estimates, investment horizon, risk horizon, risk preferences, and objectives,
option to change user entered expected return inputs to software generated zero-arbitrage expected returns in a CAPM type model,
return optimization variable tailored to the return and rebalancing horizons,
surplus optimization variable facilitating a Liability Driven Investment objective over the return and risk horizons,
flexible and different return optimization and risk horizons,
flexible rebalancing policy,
Volatility, VaR, MinVaR, Expected Shortfall, or Tracking Error risk variables tailored to the risk horizon,
flexible portfolio weight constraints on individual assets or combinations thereof,
risk budget constraints on individual asset classes,
constraints on portfolio Expected Return and Vol, VaR, MinVaR risks
overlay optimization onto a core portfolio,
long/short extension portfolio optimizations,
market neutral optimizations,
"Special Optimizations" to account for uncertain expected return, vol, and correlation inputs to enhance the optimization reliability,
flexible cost of short positions, and
annual return and surplus scenario generation on optimized and custom portfolios with fixed asset parameters or changing asset parameters driven by country specific empirical Treasury yield and inflation processes
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