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The classical Markowitz-Sharpe optimization model for investment portfolios finally gets applicable in practice. This software will a
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 » Home » Business & Productivity Tools » Finance » Expert Investor
Company: Rho-Works
License: Shareware
Version: 5
System: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,WinXP,Windows2000
Size: 1064 KB
Date Released: 27-09-2003
Price: 499.95
Screenshot: Click here to see Screenshot
Downloads: 636
Homepage: http://www.rhoworks.com/software/detail/expertinvestor.htm
Date added: Sep 17, 2005
Click here to Download
The classical Markowitz-Sharpe optimization model for investment portfolios finally gets applicable in practice. This software will allow you to import market data, define groups of assets, specify legal and market constraints and then find the optimum portfolio composition. Expert Investor identifies and plots the set of feasible investment portfolios, the diversification "umbrella-graph", the optimum investment frontier and the optimum portfolio, taking into account all given constraints. It may also analyze the sensitivity of the optimum to the imposed limits, via what-if simulations.

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