Windham Portfolio Advisor
  • Windham Portfolio Advisor Support
  • Installation
    • Installing the Windham Portfolio Advisor
    • Installation Prerequisites
    • Installation FAQ
      • License Key Management
  • Time Series
  • Managing Custom Time Series
  • Custom Time Series Excel Add-in
  • Custom Time Series Utility
  • Updating the Windham Time Series Database
  • Mixing Data Periodicities within a Case File
  • Hedged and Unhedged Time Series
  • Overlays
  • Expected Risk
    • Annualizing Volatility and Return
    • Correlation
    • Covariance
    • Exponential Risk
    • Quiet and Turbulent Risk
    • Series Filter
    • Views (Risk and Correlation)
  • Expected Returns
    • Historical Returns
    • Equilibrium Returns
    • Implied Returns
    • Black-Litterman
    • Blend
    • Estimating Future Value: Arithmetic or Geometric
  • Optimization
    • Multi-goal Optimization
    • Transaction Costs and Turnover Controls
    • Risk Aversion
    • Full-Scale Optimization
  • Simulation
    • Simulation Methods
  • Exposure to Loss
    • Value at Risk
    • Probability of Loss
  • Risk Budgets
    • Risk Budgets
    • Value at Risk Sensitivities
  • Factor Analysis
    • Windham Factors
    • Factor Analysis
  • Cash Flow Analysis
    • Cash Flow Rules
    • Distribution of Wealth
    • Target Wealth Probability
  • Miscellaneous
    • Effective Tax Rates
    • Shadow Assets, Shadow Liabilities, and Illiquidity
    • Asset-liability Optimization
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On this page
  • Capital Market Forecasting
  • Portfolio Construction
  • Risk Management
  • Cash Flow Analysis

Windham Portfolio Advisor Support

Knowledge base to support the Windham Portfolio Advisor, a portfolio optimization and risk management platform for strategic asset allocation.

NextInstalling the Windham Portfolio Advisor

Last updated 4 years ago

The Windham Portfolio Advisor® is a technology platform for efficient portfolio construction and sophisticated risk management. It has been developed for the most sophisticated institutional investors - including plan sponsors, endowments, foundations, investment managers, investment consultants, and brokerage firms to make informed asset allocation decisions. The intuitive workflow makes performing complex analyses quick and easy. The graphical and reporting capabilities allow you to communicate financial concepts effectively. Highlights of the software platform includes

Capital Market Forecasting

  • Develop capital market assumptions for return, risk, and correlations using multiple risk models

  • Examine market behavior during periods of financial turbulence and quiescence

Portfolio Construction

  • Evaluate existing and proposed portfolios

  • Perform parametric multi-goal optimizations

  • Execute robust utility maximization with Full-Scale optimization

Risk Management

  • Evaluate probability of loss and value at risk over investment horizons

  • Measure likelihoods of under performances relative to a policy portfolio or benchmark

  • Estimate risk analytically or contrast results with empirical simulation methods

  • Stress test portfolios under various market models

Cash Flow Analysis

  • Generate projections of future portfolio value

  • Consider the effects of inflation and periodic contributions or withdrawals

The Windham Portfolio Advisor®