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asset allocation software home product overview product overview support product support portfolio optimization portfolio optimization module overlay optimization overlay optimization module special optimization special optimization module scenario generation scenario generation module about us learn a little more about our company. contact contact alm optimizer references alm optimizer references client reference alm optimizer client reference research citations alm optimizer research citations related research alm optimizer related research all asset allocation software is not the same! the almoptimizer® is an asset-liability-model optimizer that offers significant advantages over other commercially available software find out more » view alm features book a demo need a/l study help edit - delete image - alm optimizer allocation software edit - delete text area - what is asset allocation title what is asset allocation? edit - delete text area - what is asset allocation asset allocation is the specification of a portfolio’s optimal investment weights across financial asset classes. it is the foundation for portfolio construction and it is often used to benchmark actively managed portfolios. consider the following: published research suggests that asset allocation is the most important factor in portfolio construction. the incentive for optimal asset allocation in financial portfolios is returns that are larger than the returns available from all other portfolios with the same risk. asset allocation is applicable to financial portfolios of all risk levels, asset classes, time horizons, liabilities, and institutional constraints. our almoptimizer® software is intended for portfolio managers who require easy to use, state of the art asset allocation tools. view almoptimizer® advantages >> edit - delete text area - the basics the basics edit - delete text area - the basics the purpose of the almoptimizer® is to facilitate the identification of efficient portfolios that are consistent with users’ parameter estimates, investment horizons, risk preferences, and objectives, without incurring the high cost of third-party asset-liability studies. the software can be used for strategic or tactical investment allocations with an asset only, liability driven investment, or risk parity objective. this software provides the risk and expected return of markowitz efficient portfolios but extended to include recent technical advances on the definition of risk, adjustments for input bias, nonnormal distributions, and enhancements that allow for overlays, risk budgets, and investment horizon adjustments. the optimization is fully integrated with scenario generation that allows the user to stress test the optimized portfolios. asset allocations are clearly defined at all risks and subject to any user constraints. this software is immune to crashes and provides diagnostic feedback when optimizations cannot comply with the user’s inputs. we have made efforts to provide good record keeping and tabled results that can be easily imported to form various client reports including risk reports. edit - delete text area - about the software our almoptimizer ® software is a competitively priced, extremely user friendly, true global portfolio optimizer using lognormality on a .net desk top platform. the search algorithm is by frontline systems inc.® resulting in very fast and stable asset allocation solutions. edit - delete text area - almoptimizer® features four integrated modules almoptimizer® features five integrated modules edit - delete text area - portfolio optimization title portfolio optimization edit - delete text area - portfolio optimization return or surplus optimization with or without economic factor re-optimization with vol, var, minvar, or expected shortfall risk definitions flexible rebalancing, return, and risk horizons flexible constraints including long/short extensions and risk budgets more » edit - delete image - portfolio optimization edit - delete text area - overlay optimization title overlay optimization edit - delete text area - overlay optimization return or surplus optimization with vol, var, minvar, te, or expected shortfall risk definitions flexible rebalancing, return, and risk horizons flexible constraints including max added volatility and market neutrality more » edit - delete image - overlay optimization edit - delete text area - scenario generation title scenario generation edit - delete text area - scenario generation custom or previously optimized portfolios’ scenarios and stress testing return or surplus ratio annual scenarios flexible horizon, # of scenarios, starting surplus ratio constant or stochastic interest rate and inflation parameters output available in tables, charts, and raw data more » edit - delete image - scenario generation edit - delete text area - special optimizations title special optimizations edit - delete text area - special optimizations expected return, variance, correlation, and risk price shrinkage optimizations; unbiased minimum variance portfolio optimization; efficient portfolio combinations; and low bias optimization with return or surplus optimization variables flexible rebalancing, return, and risk horizons more » edit - delete image - special optimizations currency hedge optimization return or surplus optimization with vol, var, minvar, tracking error, or expected shortfall risk definitions flexible rebalancing, return, and risk horizons flexible constraints including hedge parity more » edit - delete text area - alm button click to make your free, no obligation appointment to view alm optimizer in action now! home about us product contact references copyright © 2009 rmkorkie. all rights reserved. blog blog
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