modern portfolio theory downloads
SmartFolio
3.0.68 download... investment professionals. Simple and intuitive, it contains superior portfolio optimization techniques based on the latest achievements in portfolio theory: - Find the most appropriate asset allocation according ... history and subjective market views; - Analyze investment portfolio risks from various perspectives: volatility, Value-at-Risk, target shortfall ...
Statmetrics
0.1 download... to perform econometric analysis, technical analysis, risk management, portfolio management and asset allocation. Statmetrics Major Features: Technical ... - Time series analysis Quantitative Financial Models: - Modern portfolio theory - Capital asset pricing model - ...