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Portfolio optimizer in SAP?

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Hello all,

 

 

I would like to ask if there exists something like Portfolio optimizer in TRM module or if it is going to be.

I mean a component focuses on maximizing portfolio expected return for a given risk or on minimazing risk for a given level of expected return (Markowitz, L-shaped methods or AVaR optimization).

 

 

Thank you in advance,

Lukas.


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