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