A growing number of investment managers today regard the function of enterprise risk management systems
as moving above and beyond simple compliance and into the heart of the investment process itself. Risk models are no longer simply used to monitor risk but actually drive portfolio construction and performance. Multi-Asset Class portfolio construction is a multi-faceted task that first requires an appropriate choice of a risk-return model, and subsequent optimization to optimize the risk-return tradeoff.
In this paper, we cover:
Download the Multi-Asset Class Portfolio Construction white paper for a detailed review of FactSet's different optimization approaches.