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.

• WebCab Portfolio (J2SE Edition) 4.
  Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz...

• Portfolio Optimization 3.0
  The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the highest return for the lowest risk based on the return risk profile and correlation between individual investments

• 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. The unique design of the model enables it to be applied to either financial...

• Business Capital Weighting Optimizer 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

• Portfolio Performance Monitoring 1.
  The Portfolio Performance Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of financial investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions undertaken during a period are...

• WebCab Portfolio for .NET 4.2
  Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting

• WebCab Portfolio (J2EE Edition) 5.0
  Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with...

• WebCab Portfolio (J2SE Edition) 5.0
  Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting

• Expert Investor 5.2
  The classical Markowitz-Sharpe optimization model for investment portfolios finally gets applicable in practice. This software will allow you to import market...

• Portfolio Performance Monitoring 1.0
  The Portfolio Performance Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of financial investments