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Area of Expertise:
Portfolio Optimization and Testing
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Marc Martos-Vila
Marc Martos-Vila
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Goran Vojvodic
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Portfolio Optimization and Testing
Portfolio optimization is a process designed to select the best asset allocation in an investment portfolio to maximize returns and reduce risk. This process usually considers multiple investments and decides on an optimal mix of investments. Many of these decisions are driven by an optimization model.
Portfolio testing involves validating and testing the optimization model and its assumptions. This usually involves backtesting and stress testing the optimization model to assess how the portfolio might perform under adverse market conditions.
Econ One’s economists can assist with optimizing portfolios and testing the optimization models and their assumptions. Our economic and finance experts leverage advanced econometric techniques and financial analysis to measure and analyze portfolio scenarios and test outcomes under different assumptions. In addition, we have experience developing optimization models and stress testing those models to arrive at the optimal portfolio mix. Our deep understanding of complex economic theory, paired with our proficiency in handling large datasets, empowers us to provide relevant and helpful suggestions when it comes to optimizing a portfolio.