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Portfolio Optimization - current version at SoftEmpire.com. framework, Investment, simulation

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Determining optimal weightings for a portfolio of financial assets or businesses

Categories
Finance
CRM & ERP
Organizers
Management
Presentations
Doc Processing
Business Misc
Personal
Project Management
Taxes
Vertical application
Spreadsheets

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Vendor Price: $ 18
License: Shareware
File Size: 0.11 Mb
Version: 1.0
Release Date: 1 Dec 2006
OS: Win95, Win98, WinME, WinNT 3.x, WinNT 4.x, Windows2000, WinXP, Mac OS X, Mac OS X 10.4, Mac OS X 10.5
System Requirements: Requires Microsoft Excel 97 or higher
Company: Business Spreadsheets

The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply optimization analysis to a portfolio of businesses represents an excellent framework for driving capital allocation, investment, and divestment decisions. The key features of the Portfolio Optimization model include: Ease and flexibility of input, with embedded help prompts; Ability to specify the number of units held in each product or business; Specify minimum and maximum constraints for the optimised portfolio; Unique 'Maintain Current Return Level' option to ensure that return is not deteriorated at the expense of risk; and Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified 'Target' return level.

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Portfolio Optimization - current version at SoftEmpire.com - Free Download