This webcast will present how to measure and optimize the risk of an investment portfolio, with examples concerning portfolios of financial (stocks, bonds, etc.) and physical (investment projects) assets.
We will present the use of @RISK to assess the risk level of a given portfolio position, and of RISKOptimizer to optimize the balance of risk and return.
Different ways to measure the relationship between risk and return, and to model the possible investment constraints will also be discussed.