Translate Your House View into Portfolios
A Tool for the Chief Investment Office
Fully Flexible Framework for House View Translation
Define your forward-looking House Views to optimize model portfolios or bespoke client portfolios within seconds.
Our framework to translate the House View into portfolios is based on the entropy pooling approach. This framework is a generalization and extension of the Black-Litterman approach to incorporate views into portoflio construction.
Formulate views on any function of market and economic variables, e.g. expected returns, volatilities, correlations, liquidity, and more. Define views on asset classes and risk factors (top-down) and on single securities (bottom-up).
Our solution is highly flexible in terms of CIO requirements.
What can the CIO do with it?
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