This software applies Markowitz Theory and CAPM to construct optimal portfolios and offers performance evaluation, interpolation, and analysis of Efficient Frontier and Capital Market Line. It also allows for customization based on risk, return, or investors' utility function, with or without asset weight constraints.
If you are looking for a software solution to analyze and construct your optimal portfolio, then you won't want to miss this one! Our program applies the Markowitz Theory and Capital Asset Pricing Model (CAPM) to help you make sound investment decisions based on thorough analysis.
Whether you choose to include asset weight constraints or not, the Markowitz Theory will give you a clear understanding of your portfolio's risk, return or investor utility function. Alternatively, the CAPM can provide you with a better understanding of the risk, return, or Market Portfolio weighting.
You'll be amazed by the extensive auxiliary classes and methods found within our software. With features such as equation solve and interpolation procedures, we'll provide you with an all-around tool kit for success.
Our Performance Evaluation feature lets you analyze efficient frontier, Market Portfolio, and CML, giving you optimal insights for your portfolio. So, if you're looking for a comprehensive software tool to help you with portfolio analysis and investment decision-making, this is the one for you.
Whether you choose to include asset weight constraints or not, the Markowitz Theory will give you a clear understanding of your portfolio's risk, return or investor utility function. Alternatively, the CAPM can provide you with a better understanding of the risk, return, or Market Portfolio weighting.
You'll be amazed by the extensive auxiliary classes and methods found within our software. With features such as equation solve and interpolation procedures, we'll provide you with an all-around tool kit for success.
Our Performance Evaluation feature lets you analyze efficient frontier, Market Portfolio, and CML, giving you optimal insights for your portfolio. So, if you're looking for a comprehensive software tool to help you with portfolio analysis and investment decision-making, this is the one for you.
What's New
Version 4.2: N/A