In addition to the static Markowitz mean-variance portfolio optimization model, Quantstar specializes in implementing multiple dynamic portfolio optimization models, notably, the Samuelson and Merton models. These allow clients to optimize asset allocations over longer periods of time.

The reallocations are completed at client specified frequencies, from as often as once an hour to as seldom as once a year. Additionally these models allow explicit incorporation of the client's risk preferences, leading to more meaningful results.

Extensions to the Samuelson and Merton models allow for the consideration of transaction costs, taxes, client-specific constraints/restrictions, et cetera.

Quantstar can also build custom solutions to handle non-traditional measures of risk and portfolio optimality, as well as unique applications of portfolio construction methods.

Quantstar's portfolio optimization tools can easily be adapted to handle non-equity asset classes such as Index Trackers, Exchange Traded Funds, Mutual Funds and Hedge Funds.