I wanted to touch base on asset allocation, portfolio optimization and risk management and looked at the product and literature of
They permit using their product for research which is my intention here.
They have five lessons on video to use the software: (1) Data Management, (2) Portfolio Construction, (3) Portfolio optimization, (4) Value-at-Risk analysis and (5) Black-Litterman model. For example,
They have an excellent section on features with associated pdfs
on portfolio construction, parameter estimation, portfolio optimization, target probabilities, Value-at-Risk, historical simulations and data management.
An excellent review of multi-period asset allocation for portfolio theory can be obtained at
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