Portfolio Design & Optimization

We can help our clients build an asset allocation analysis utilizing the techniques of Modern Portfolio Theory (MPT), a Nobel Prize winning method of building a diversified portfolio. This process examines the behavior of various asset classes and combines them together in such a fashion that can maximize return and minimize volatility risk. Our process will be to search for asset classes that are weakly correlated with one another so that when one is performing poorly, others will ideally generate positive returns. We also follow the latest developments in Post Modern Portfolio Theory (PMPT), where the management of risk goes beyond the simple measure of volatility. PMPT asserts that risk is better defined as the risk of not achieving certain investment goals. Complex computer algorithms can help to assess and manage these risks.