e-Portfolio

//e-Portfolio
e-Portfolio 2017-01-16T09:00:31+00:00

What is e-Portfolio?

e-Portfolio is an advanced solution for portfolio optimization based on the Black-Litterman approach. Provides a wide range of tools for configuring the desired investment portfolio:

  • Obtains optimal portfolios according to the risk profile.
  • Allows incorporating restrictions on the assets of the portfolio to account for diversification in a flexible way..
  • Incorporates manager’s views of the market.

e-Portfolio provides detailed analysis of the portfolio, storing all the historical compositions and operations of the portfolio.

Features

  • Advanced data management tools: reconstruction of incomplete time series,
  • Time series reconstruction, able to interpolate and extrapolate missing values.
  • Analyses include market risk measures (VaR) with backtesting assessment.
  • Stress testing and scenario analysis.

See e-Portfolio