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Wir empfehlen uns: Portfolio Optimization 1.0
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Portfolio Optimization 2.0 durch Business Spreadsheets
2011-02-16
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 through Monte Carlo simulation
RAROC Software 2.0 durch http://www.sqakki.com/RAROC/
2008-03-17
Risk-Adjusted Return On Capital - RAROC Software, The Value of Risk, RAROC Basel II (Strategic Analysis, Management)
RAROC Software 2.0 durch http://www.clickok.co.uk/RAROC/
2008-06-09
Risk-Adjusted Return On Capital - RAROC Software, The Value of Risk, RAROC Basel II (Strategic Analysis, Management)
Business Capital Weighting Optimizer 1.0 durch APPCRAFT INC. (Agent)
2008-08-27
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 through Monte Carlo simulation
Portfolio Optimization 1.0 durch Excel Business Tools
2007-06-06
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 through Monte Carlo simulation
Project Future 2.03 durch Concilio
2008-07-21
If you want to manage project risks, ProjectFuture is your tool to optimize threats and opportunities. It includes a risk log, reporting options and a set of default risks. It enables you to analyze risks (causes and effects) and plan responses.
WebCab Portfolio (J2SE Edition) 4.2 durch WebCab Components
2005-10-27
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
WebCab Portfolio for .NET 4.2 durch WebCab Components
2005-10-27
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
WebCab Portfolio (J2EE Edition) 4.2 durch WebCab Components
2005-10-27
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.