The classical Markowitz-Sharpe optimization model for investment portfolios finally gets applicable in practice. This software will allow you to import the market data, form groups of assets, specify legal and market constraints and then find the optimum porfolio composition.
Expert Investor generates the set of feasible investment portfolios, the diversification "umbrella-graph" and the optimum portfolio for a given market data, taking into account any number of constraints on the portfolio composition.
It may also analyze the sensitivity of the optimum to the imposed constraints, via what-if simulations. |
