| 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. 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). |
