Capitects
Capitects is a provider of managed service solutions for understanding risk-return profiles of financial exposures.
1. Wealth Management decision-making and optimal asset allcoation.
2. Risk-return service solutions for banks, asset managers, hedge funds.
3. Evaluation services.
All content by Capitects
Multi-period portfolio optimisation for structured investment strategies
Finding the optimal portfolio is the ultimate goal of each investor, and the most recent developments in portfolio modelling have shown that the fundamentals of this task need to be revised. The innovative approach presented here allows comparing strategic optimal portfolios and operational asset…
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