Portfolio Optimization

  1. Asset Management
  2. Portfolio Optimization

The portfolio optimization process consists of a methodology to select the best instruments with the goal of creating a well balanced portfolio.

Epicurus methodology optimized with proprietary quantitative analytics and research

  1. Macroeconomic and Financial analysis
  2. Securities selection strategy
  • Local Yield analysis
  • Private and Cuasi-government securities analysis
  • FX analysis
  • Securities correlation analysis
  • Risk analysis
  1. Securities selection models
  • Markowitz
  • Black-Litterman
  • Duration-targeting
  1. Benchmarking
  2. Investment Plan evaluation by Investment and Risk Committees