VIMADES distributes software of performant and guaranteed dynamical portfolio management tools for various financial products.
The innovations made by VIMADES by using viability theory relate to the following:
An "inverse approach": the VPPI (Viabilist Portfolio Performance and Insurance) management rule is first and foremost computed for the portfolio to satisfy set constraints all the times. The "I" (insurance) of VPPI is therefore guaranteed when the "I" (insurance) of the usual CPPI (Constant Portfolio Performance and Insurance) is not. Using a direct approach, the CPPI management rule is computed for the portfolio to reach an a priori objective;
A new approach to "risk": instead of evaluating risk by statistical methods, compute the economic return provided by the minimum guaranteed investment.
The VIMADES financial products provide both:
insurance AND performance;
the pricer (minimum guaranteed investment) AND the management rule;
management modules of the portfolio value AND exposition;
Two categories of products are available :
Back to Products