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. |
