Description:
The extended Markowitz-Sharpe-Lintner-Mossin model, including investment constraints, turns to be very relevant in modern 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 portfolio 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, and the density of portfolios on the feasible surface. Higher-moments Stochastic Simulations are also possible (for instance, a Skewness-Kurtosis simulation)
The program comes in two editions, according to the number of assets, data points and groups that may be managed: Professional (40,500,50), and Enterprise (1000,5000,2000).
Editor's Rating: N/A
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