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Portfolio Optimization 1.0

The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. Results display action required and probability analysis by Monte Carlo simulation.

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licence: Shareware(Trials)
Requirements: Requires Microsoft Excel 97 or higher
Operating System: Windows:
WinXP,WinVista,WinVista x64,Win7 x32,Win7 x64,Win2000,Mac OS X,Win98
Limitations: Limit to 30Days,
Screenshot: View the screenshot of this software
File size: 0.12Mb Download for Free!
Price: $18.00 Buy Now
Publisher: Business Spreadsheets

Portfolio Optimization detailed description

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.