Portfolio management decision support, an executive summary
Authors: Nicholas Savoulides, PhD, CFA, Head of lnvestment Solutions Research and Portfolio Analytics, Invesco; Kenneth Blay, Head of Investment Solutions Thought Leadership, Invesco, Investment Solutions Research and Portfolio Analytics Team
Invesco Vision is a portfolio management decision support system that provides investors with a broad set of capabilities. It is designed to simplify the process of defining the relevant characteristics of assets and liabilities, the most critical component of risk management and portfolio construction. It gives insight into the risks and trade-offs presented by individual assets and portfolios and supports the identification of solutions that are best aligned with an investor’s specific preferences. Invesco Vision can address the main challenge of portfolio construction, understanding and choosing acceptable risk-and-return trade-offs, with a variety of portfolio optimization methods.
The executive summary highlights the contents of the full paper, providing an overview of the main components: modeling assets and liabilities, portfolio construction, portfolio analytics and 15 practical application case studies. These case studies demonstrate the utility of Invesco Vision in practice across a range of portfolio challenges.