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Analytics Solutions

Portfolio Optimization

Leverage the most flexible optimizer to model even the most complex of strategies

Beyond mean variance: A more sophisticated portfolio optimization tool

Flexible and scalable, our portfolio construction and optimization solutions are designed to work with your investment process – and not the other way around. Integrate with Axioma Equity Factor Risk ModelsTM, create your own with Axioma Risk Model MachineTM, or incorporate third party data.

Axioma Portfolio OptimizerTM supports a wide range of investment approaches with virtually limitless objectives and range of constraints so you can construct portfolios, test strategies and obtain unique insights into drivers of risk and return.

Across assets, our portfolio optimization solutions can be used for a wide range of investment strategies including:


Control portfolio exposures to key factors while allocating weight to the factors you think will outperform


Closely replicate an index efficiently by controlling the number of assets, trading costs and tracking error


Capture asset-specific short selling costs and rebates

Global portfolios

Efficiently optimize global portfolios over large asset universes with many exposures to manage

Automate your process

Schedule large batches of portfolio rebalancings

Validate trade-offs

Test and rebalance portfolios for confident decision making

Incorporate personal preferences

Grow direct indexing, integrate ESG preferences and run tax-efficient strategies in your portfolio optimization process

Associated products

Additional resources