Portfolio management
An optimally constructed investment portfolio carefully balances risk and reward in such a way that no unintended risks are taken and intended risk is
appropriately rewarded. Portfolio management is a dynamic process taking into account risk regime shifts in capital markets on the one hand,
and changes in the investor's risk profile on the other hand.
Strategus has developed investment management software that covers the entire value chain of wealth management: from setting up an investor's financial
inventory over determining her general attitude towards risk and her financial plan's required rate of return to constructing and rebalancing the most suitable
asset allocation.
Our methodology uses efficient frontier analysis with Monte Carlo simulation and Constant Proportion Portfolio Insurance (CPPI). Our clients range from
private financial planners and investment advisers to hedge fund managers and issuers of structured products.
To read more about this approach, download the fact sheet: