OVERVIEW

What mix of securities generates the greatest return considering portfolio requirements (e.g., what to buy and what to sell today based on future financial forecasts)?

OPTIMAL PORTFOLIO applications enable users to determine which mix of securities maximizes return considering investment criteria. Typical increases in financial yield are 3% or more attributable to the effects of modeling.

An implementation of an OPTIMAL PORTFOLIO application is selection of stocks to purchase to maximize return considering an acceptable risk level. Another implementation is when to buy and sell stocks through a series of forthcoming periods.

Portfolio problems are common to investors as well as in many industries for the management of assets.

CONFIGURATIONS, MODELS, AND DATA

Each model generates solutions for minimum cost recipes and includes the optimized bill of materials and constraint solution activities for each formula. Individual models include the following:

  • Portfolio Management

The basic data modeIed includes the following:

  • Securities profile
  • Projections
  • Funds for investment
  • Investment rules and goals

For detailed information about industry applications and access to our Products website, please contact us.