The Portfolio Optimization Service is built upon a flexible mathematical model. This model allows for the construction or rebalancing of an investment portfolio based on a wide range of objectives and investor preferences. For example, the investor might want to avoid sin stocks, focus on socially responsible investments, or limit contribution to asset classes, while minimizing the overall volatility with respect to a benchmark.
Supports multiple investment objectives such as variance and tracking error.
Optimize multi-asset class portfolios or funds with respect to a benchmark.
Supports allocation constraints, turnover limits, short selling, capital inflows and outflows.