... COM and XML Web service implementation of 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 ... CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods ...

... Scanner: Pick winning stocks or funds with the Portfolio Scan feature based on your criteria and neural ... *Estimate predictability with the Hurst Exponent *Diversify your portfolio with Beta Coefficient Analysis. *Portfolio Risk Management with Modern Portfolio Theory. ...

... "safe withdrawal rate" (SWR) from their volatile, equity-based portfolios that would minimize the risk of outliving their ... -- alternative: funding one's retirement years with a portfolio of laddered Treasury Inflation Protected Securities ("TIPS"), fortified by a longevity annuity. TIP$TER (Testing Investment Portfolio Strategies Toward Early Retirement) is a free, U.S.-patent-pending ... projects the annual, inflation-adjusted retirement expenditures that a portfolio fully invested in TIPS, and fortified by a ...

... investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative analytics ... a variety of practical tasks including: - Advanced Portfolio Optimization - Asset Performance Ranking - Risk-Reward Analysis and Efficient Frontier - Portfolio Risk Analysis (VaR and CVaR) - Target Shortfall ...

... COM and XML Web service implementation of 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 ... CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods ...