Optimise portfolio weights within the risk limits

Portfolio managers optimise weightings within risk limits

Needs setupAI Act: no extra obligationsPlanning assignments & processesAsset management

Fits: Finance & accounting

You find weightings that meet all the requirements of the investment guidelines and the mandate while offering more expected return per unit of risk. Above all, you see how much the result depends on your assumptions.

Is this for you?

  • You manage portfolios or mandates with fixed limits, e.g. for the equity ratio, individual asset classes or volatility.
  • Today you calculate with spreadsheets or rules of thumb and want to justify reallocations in a traceable way.
  • Expected returns, volatilities and correlations of the asset classes come from research or a data provider you can assess.
First step today

Take five asset classes with assumptions on expected return, volatility and correlation, plus the limits from a model portfolio with no client link. Have them optimised with the template below, run a cross-check with slightly changed assumptions and compare with the current weighting.

How to go about it

  1. Define the investment objective and risk limits
  2. Record assumptions and the starting portfolio
  3. Have the optimisation calculated
  4. Check the result and adjust it with reasons
  5. Carry out and document the reallocation
  6. Regularly review weights and assumptions

Templates to copy

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Included in the training

The complete guide

  • 6 steps explaining exactly what to do
  • 3 proven templates to copy into your own AI
  • Safe use: data, checking, deciding, informing
  • Pitfalls, effort and how to recognise success

With the training you get all 430 guides for as long as your access runs.

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VV-02 · Legal status 08.10.2026