The latest innovation of Ortec Finance in GLASS addresses the challenge of pension funds and insurance companies to construct an investment strategy that satisfies risk budget. The innovative near-optimal optimization technique contains a smart algorithm to find all optimal portfolios within your risk budget in a fast, robust and efficient way. This facilitates to incorporate quantitative and qualitative input in the ultimate portfolio construction process.
In this infographic, we explain a 4-step process to explore this innovative technique to support the portfolio construction process.
Learn more about the possibilities of this process by a use case
Discover case
Learn more about the underlying robust optimization technique with the technical paper
Read paper
Contact
Tessa Kuijl
Managing Director Goals-Based Wealth solutions
John Kuijt
Head of ALMRelated Insights
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23 April 2024Climate risk workshop for pension funds and insurersFeaturing our climate experts and special guests from Cambridge Institute of Sustainability Leadership, The Pensions Regulator and Cambridge Econometrics
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17 April 2024Quarterly Pensions Investments ReviewThe Quarterly Pensions Investments Review is a comparison in expected risk and investment return.
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17 April 2024PRESS RELEASE: Ortec Finance’s 2024 climate scenario update – Key highlightsImpacts of current El Niño anticipated to lower global GDP by 0.25% over the next two years and affect all asset classes
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09 April 2024PRESS RELEASE: Ortec Finance releases integrated economic and climate scenariosFind out more about the industry’s first integrated economic and climate risk management tool.
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26 March 2024Insurers need strategies to manage increasing complexityStudy shows a need for greater transparency and regulatory pressure is driving insurer spending on scenario analysis and stress testing.
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19 March 2024In-House Student Day: Thursday 30 May, 2024 - RotterdamCalling all students! Join us for an unforgettable day of insights and inspiration at our exclusive In-House Student Day.
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12 March 2024WEBINAR: 2024 Ortec Finance Climate ScenariosLearn how to utilize Ortec Finance’s 2024 climate scenarios to help inform investment decisions
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12 March 2024PRESS RELEASE: Insurers ‘increasingly concerned about greenwashing’Global study shows nearly half are very concerned about the issue.
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12 March 2024Should investors still assume the world can realistically achieve net-zero by 2050?What are the potential investor implications if this goal is not achieved?