The purpose of this paper is twofold. First, we describe in Section 1 to 3 a general methodology of ES-, ES-RORC- and ES-RORAC-optimization which seems to be suitable independently from the considered market model. Second, we propose a particular market model which seems to be suitable to describe at the same time bonds and stocks as well as dependencies between them and which is used for our numerical examples. We thoroughly explain the proposed model and the respective simulation and optimization procedures. Concrete examples and a scalability analysis show the suitability and practicability of the methodology. Alternative models, model tests and the examination of some more theoretical questions have to be postponed to future research.