A Risky Skyline of a Portfolio?

I like modern architecture and look frequently into Hayes Davidson . They run now a project that explores visual perception: How would you design London's Skyline?

In my previous post I was inspired by bullet train projects and analogies to ultrafast analytics management.
Now, do portfolio risk analytics platforms create "skylines"?
Relating to Aaron Brown's article in Wilmott Magazine, Jan-10, "Risk Manager Without Portfolio":
Markowitz' portfolio theory: ... weights of investments among a number of assets are decided such that the portfolio probability distribution maximizes a utility function. Complementary to it (modern) risk management shall concentrate on the long-term cumulative effects, by looking into it as a long series of bets. So, the portfolio manager's first concern is expected value, while the risk manager starts from the worst-case outcome.

UnRisk FACTORY's core functionality is portfolios across scenarios simulation, under all kinds of assumptions (dynamic, stress, shock, ..). Its application architecture: instrument and scenario groups, easily defined, configured and manipulated. All valuations made persistent over the whole lifecycle of the portfolios in order to support short term and long term decision making. Easy to set up and use.
Like, is the (portfolio) skyline "right" with respect to various risk profiles? If you view the skyline only, you see the risk silhouette of financial objects that are designed and modeled in its multi-dimensional detail.

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