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Expert Investor
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Version
5.22
The classical Markowitz-Sharpe optimization model for
investment portfolios finally gets applicable in
practice. This software will allow you to import
market data, define groups of assets, specify legal
and market constraints and then find the optimum
portfolio composition. Expert Investor identifies and
plots the set of feasible investment portfolios, the
diversification "umbrella-graph", the optimum
investment frontier and the optimum portfolio, taking
into account all given constraints. It may also
analyze the sensitivity of the optimum to the imposed
limits, via what-if simulations.
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