The asset allocation app assists you to develop your strategic asset allocation based on mean-variance optimisation, risk parity, hierarchical risk parity, and risk budgeting methodologies. You just need to select your asset allocation strategy and leave the rest to the app to generate the efficient frontier, asset allocation weights, and risk contribution of assets. The portfolio optimisation parameters of the app include Ledoit-Wolf shrinkage method, CAPM, and exponentially weighted return and covariance matrix, in addition to historical average return and risk measures.
