Optimization
Our optimization approach is one of the few available on the market that is able to
| fully incorporate simultaneous, multi-period asset-liability modelling and a detailed, realistic representation of the decision-making environment | |
| make any variable included in the simulation part of the objective function or the constraint | |
| capture and optimise objectives and constraints for different time horizons simultaneously. |
Our clients do not have to adapt their ideas to our consulting methods – our approach is designed to adapt exactly to the client, no matter how complex the problems and objectives are.
The flexibility of the concept also allows us to develop truly dynamic investment strategies. We optimise strategies to ensure returns or preserve assets, create robust solutions and regime strategies for different environmental conditions, which are available for immediate implementation when such conditions occur. These are of great importance, especially when the goal is to grow assets with little need for contributions, or in the case of minimum guarantees with regard to returns or assets. They provide custom-tailored enhancements to the risk structure according to the preferences and risk capacity of the investing institution.