Systematic risk-based portfolio optimisation
OLZ is a specialist in systematic (rule-based) portfolio optimisation.
The goal is the ex-ante minimum variance portfolio.
Advantages of the OLZ minimum variance portfolio compared to the market cap-weighted index:
- Above average return thanks to the low volatility premium.
- Optimised diversification - lower volatility and lower maximum losses.
- More efficient risk-return ratio (Sharpe ratio).
OLZ’s technology for systematic (rule-based) portfolio optimisation is available for stocks, bonds and mixed mandates.