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Asset Allocation System

The three modules of the Asset Allocation System facilitate the construction of realistic, effectively diversified portfolios with well-managed risk. The system serves as a multi-featured optimization tool for portfolio managers and financial planners. It uses the power of Michaud optimization technology to make better use of an investor's information in order to find the optimal portfolio, moving from estimates of limited viability to robust portfolios for financial planning. As a result, the recommended allocations are less extreme and more intuitive, and risk is more reliably managed.

  • The Estimator applies advanced statistics to improve the estimates of risk and return as well as the correlations matrix.
  • The Optimizer computes the Michaud Resampled Efficient Frontier™and runs the rebalance test.
  • LifeCycle helps select the appropriate portfolio from the efficient frontier for the specific investment program.

Please contact us to discuss your software needs and to arrange a demonstration.

Basic questions about New Frontier software
Technical interface options