Portfolio Optimization

Insightful Risk Solutions

Optimizing portfolio performance through better asset management has become more challenging as the quantity and selection of investment instruments has grown. Today, portfolio managers can select from bonds and futures to highly exotic complex derivatives including hedge funds, funds of funds and more.

Insightful’s advanced analytic portfolio optimization solutions are uniquely suited for market data analysis allowing users to select the best asset mix that will deliver their desired risk-return characteristics. Insightful’s graphics and reporting assist in sharing mission-critical information with analysts responsible for managing portfolio performance on-demand. With Insightful’s portfolio optimization solutions, supported by our optimization specialists, you can significantly improve your business performance, more easily manage your risk and profitably expand your managed assets.

Insightful Solutions deliver:

• Optimization using a variety of risk measures
• Variance
• Semi-variance
• Conditional Value-at-Risk
• Maximum drawdown
• Optimization based on a variety of linear or non-linear constraints
• Transaction costs
• Industry exposure
• Tracking error
• Integer number of assets

For more information, please make your selection from among our white papers, case studies and archived Web casts:

• Archived Events & Web Casts
• Success Stories
• Whitepapers & Application Notes

If you would like to read how S-PLUS is used in complex financial models you can review these titles available for sale:

• Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes, by Bernd Scherer and Doug Martin
• Portfolio Construction and Risk Budgeting, by Bernd Scherer

For more information on how Insightful can support your optimization efforts, please contact us via email or call in the US/Canada (800) 569-0123, UK +44 (0) 1256 339800, or Zurich +41 (0)44 251 68 44.