The solution component ifs.sbo is an active approach determining an optimal portfolio within the context of investment decisions.
In contrast to the classical optimization method by Markowitz, which uses the expected yield of the involved assets as an input parameter, if.sbo uses a yield forecast independent method of robust portfolio optimization and includes arbitrarily many market scenarios into its computations.
The ifs.sbo user forecasting the future market development is not restricted to a single scenario, but may consider simultaneously many different developments for the process of strategic asset allocation.
The artificial intelligence methods used by ifs.sbo moreover assure an adequate presentation of the strategic requirements which cannot be defined sharply, partly because of their uncertainty and for model specific reasons. Thus all the information can be taken into account without any restrictions.

The portfolio determined this way assures an optimized minimal yield observing all asset allocation restrictions independent of the actual scenario.
ifs.sbo is available as a modular extension for any trading and portfolio management systems.

Overview of the main benefits:

• Different market scenarios can be considered simultaneously.
• Arbitrarily many constraints can be observed simultaneously.
• All conditions also have qualitative descriptions.
• The portfolios can easily be combined with respect to instruments and structure.

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