Develop portfolio strategies and superannuation applications

Superannuation is a process whereby investment funds allocate across diverse ranges of financial instruments and assets, helping employees manage contributions to replace their income upon retirement. The superannuation process involves:

  • Performing constrained portfolio optimization based on customer profiles and risk appetites
  • Simulating portfolios to understand potential investment shortfall
  • Optimally matching assets and their cash flows to future liabilities

Alongside these tasks, superannuation funds are increasingly servicing client needs using online portals. These web platforms allow superannuation advisors and investors to quickly and easily understand their potential investment performance and choose risk appetites that best match their retirement plans.

Enterprise and scalable web-based applications for superannuation require:

  • Integration of quantitative modules into retirement planning systems or financial advisory platforms, often through technologies such as C++, .NET, or Java® or across the web
  • On-demand portfolio reporting, allocation, and risk reporting
  • Deployment on enterprise systems such as application servers, databases, and web servers with MATLAB Production Server™

For products that support superannuation and retirement planning, see MATLAB® and Financial Toolbox™.

Software Reference

  • Portfolio Analysis - Documentation
  • fmincon: Find minimum of constrained nonlinear multivariable function - Optimization Toolbox Function

See also: financial risk management, investment management, asset-liability modeling, MATLAB Compiler SDK, MATLAB Production Server

Risk Management with MATLAB

Develop, manage, review, and challenge internal and regulatory models.