Black Litterman or other support for portfolio optimization utilizing forward looking user provided estimates of future expected rates of return on individual assets
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Hi Dimitry. I think mainly a handful of key portfolio assets would be good to change the assumed go forward return (either deterministically, or with a level of confidence) such as gold, as well as a key equity index benchmark such as the S&P500. A second level of capability would be to have a general choice for the assets in the portfolio of either "historical" or projected, with a default projected value that is automatically included for all assets chosen, and editable by the user for a few individual assets.
I mentioned Black Litterman only because its a methodology/model that exists. I am quantitative but not an expert on the best practical implementation of the above or variations of it. I've used it in portfolio visualizer. Thanks for your consideration. Frank