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STAR SAA (Strategic Asset Allocation)

The STAR SAA module supports strategic asset allocation for all long-term investors by generating a range of risk and return analyses.

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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Strategic asset allocation PDF .5 MB

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