The SAA module supports strategic asset allocation for all long-term investors by generating a range of risk and return analyses.
- Comparing risk and return characteristics of different allocation strategies side-by-side, over any time horizon.
- Uses optimization techniques (if needed) to determine optimal portfolios given the fund's objectives and constraints.
- Comprehensive reporting allows risk to be defined in terms of Value at Risk (VaR), Tail VaR, standard deviation, tracking error, shortfall probability or any other customizable measure.
- Flexibility to specify how the portfolio evolves over time.
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| Title | File Type | File Size |
|---|---|---|
| Strategic asset allocation | .5 MB |
