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
