FeatureWPA - StandardWPA - Institutional
Construct efficient portfolios using Mean-Variance optimization
Simulate future wealth potential using Monte-Carlo Simulation
Model expected inflows and outflows when evaluating future wealth potential
Evaluate and compare a client or prospect's current portfolio
Turbulent risk regime analysis (portfolio construction & risk evaluation)
Develop capital market forecasts (CMFs) using Windham's prebuilt models
Customizable portfolio evaluation summary
Evaluate exposure to loss throughout the client's investment horizon
Access to over 500 global indices for portfolio construction and evaluation
Load custom indices, managers and securities
Perform after-tax porfolio construction and analysis
Use Conditional Value-at-Risk to estimate average tail losses
Realistically model tail risk with Block-Bootstrapping simulation
Account for investment constraints in the portfolio construction process
Review the efficient frontier
Use tulip charts to communicate ranges of portfolio outcomes
Construct portfolios without a predefined limit of asset classes
Generate presentation quality client proposals with over 10 asset classes
Evaluate risk relative to a benchmark
Optimize portfolios to multiple goals
Mean-Tracking Error Optimization
Full-Scale Optimization to account for fat tails and negative skewness
Factor Analysis (Sensitivity, Risk Decomposition, Return Attribution)
Black-Litterman return estimation
Risk Budgets - understand how each asset classes contributes to portfolio risk
Value at Risk Sensitivity analysis - implications of allocation adjustments on risk
Review higher moments of portfolios and asset classes
Develop sophisticated intuitional level cash flow rules

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