Technical Report Number
Asset Allocation has become a dominant factor for investment strategies in recent years. It has found that by holding a strategically diversified portfolio, a high total return on investments can be maintained while, at the same time, reducing portfolio volatility. With recent federal regulations mandating pension investment responsibilities, appropriate asset allocation has become more important than ever. SAAM is a software package specifically designed to be used as a tool to aid the investment professional in determining pension portfolio allocations. SAAM uses the expect system shell CLIPS, has a user-friendly interface, displays output graphically, and runs within the confines of a 640K personal computer.
Lewis, Judy; Gamble, Todd; and Tai, John, "SAAM: The Strategic Asset Allocation Model" Report Number: WUCS-91-15 (1991). All Computer Science and Engineering Research.