Investor: Powerful Portfolio Analytics

Designed to provide an unmatched combination of computing performance and conceptual power, SmartModels Investor is a full-featured investment analysis tool that delivers both traditional portfolio metrics as well as multi-period asset simulation for up to 30 asset classes.

• Traditional, mean-variance and efficient frontier analysis
• Optimal portfolio weighting generated from multivariate factor simulation
• Explicit solutions based on four different methods of risk/return optimization with constraints
• Explicit incorporation of rebalancing effects within the optimization