Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 29.650.124 Times

Portfolio Optimization Theory software
Filter: All | Freeware | Demo
Display by: Relevance |  Downloads |  Name

Portfolio Optimization Theory

1 2 3 4 5 > 
Released: April 10, 2015  |  Added: May 11, 2015 | Visits: 2.737

Portfolio Optimization The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the desired risk and return profile based on the correlation between individual investments. The design of the portfolio optimization model enables it to be applied...



Platforms: Windows, Mac, Windows 8, Windows 7

License: Shareware Cost: $26.00 USD Size: 544 KB Download (175): Portfolio Optimization Download

Added: August 08, 2006 | Visits: 5.286

Investment & Business Portfolio Optimization The Portfolio Optimization model calculates the optimal capital weightings for a basket of 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...





Platforms: Windows

License: Freeware Size: 121 KB Download (680): Investment & Business Portfolio Optimization Download

Released: September 19, 2007  |  Added: September 23, 2007 | Visits: 2.612

SmartFolio Professional Edition SmartFolio is a state-of-the-art asset management software for 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...


Platforms: Windows

License: Shareware Cost: $490.00 USD Size: 8.74 MB Download (201): SmartFolio Professional Edition Download

Released: December 24, 2009  |  Added: January 18, 2010 | Visits: 2.538

SmartFolio SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and...


Platforms: Windows

License: Shareware Cost: $599.00 USD Size: 11.81 MB Download (201): SmartFolio Download

Released: November 01, 2012  |  Added: November 01, 2012 | Visits: 374

Trader's Risk Management Guru Powerful easy to use portfolio optimization, asset allocation and money management software for investors and traders. Through Monte Carlo simulation it discovers the statistical opportunities and risks behind your results and "what if" ideas. Furthermore it finds your optimal betting percentage...


Platforms: Windows

License: Shareware Cost: $70.00 USD Size: 583.68 KB Download (27): Trader's Risk Management Guru Download

Added: August 02, 2013 | Visits: 221

Using MATLAB to Develop Portfolio Optimization Models A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post...


Platforms: Matlab

License: Freeware Size: 204.8 KB Download (20): Using MATLAB to Develop Portfolio Optimization Models Download

Released: February 25, 2014  |  Added: March 19, 2014 | Visits: 433

Tuning Portfolio The program has been created to support the decision processes in investment management. It will be useful not only for an investor, investment advisor or an asset manager, but also for anyone who intends to enter the world of investments and explore the use of portfolio theory in practice. The...


Platforms: Windows 7, Windows

License: Demo Cost: $16.49 USD Size: 572 KB Download (25): Tuning Portfolio Download

Added: July 04, 2013 | Visits: 454

VaR vs CVaR in Risk Management and Optimization The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf...


Platforms: Matlab

License: Freeware Size: 225.28 KB Download (20): VaR vs CVaR in Risk Management and Optimization Download

Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 273

ProjectSelector The Proptima ProjectSelector calculates an optimal project portfolio or investment portfolio when there is a large number of business opportunities, each opportunity has its costs and profits, and the freedom of choice is limited by the limited resources. One investment or project may have...


Platforms: Windows

License: Shareware Cost: $50.00 USD Size: 902 KB Download (78): ProjectSelector Download

Added: May 05, 2013 | Visits: 298

Shuffled Complex Evolution (SCE-UA) Method The SCE-UA method is a general purpose global optimization program. It was originally developed by Dr. Qingyun Duan as part of his doctoral dissertation work at the Department of Hydrologyand Water Resources, University of Arizona, Tucson, AZ 85721, USA. The dissertation is entitled "A Global...


Platforms: Matlab

License: Freeware Size: 419.84 KB Download (34): Shuffled Complex Evolution (SCE-UA) Method Download

Added: April 21, 2013 | Visits: 179

Steepest descent method The script steepestdescent.m optimizes a general multi variable real valued function using steepest descent method. During the iterations if optimum step length is not possible then it takes a fixed step length as 0.001. For the theory any good book on optimization techniques can be consulted....


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): Steepest descent method Download

Added: July 24, 2013 | Visits: 239

Many testfunctions for global optimizers This is a large set of test functions, which may be used to test the effectiveness of global optimization algorithms. Some are rather easy to optimize (rosenbruck, leon, ...), others next to impossible (crosslegtable, bukin6, ...).All the test-functions are taken from either [1], [2] or [3] (see...


Platforms: Matlab

License: Freeware Size: 40.96 KB Download (18): Many testfunctions for global optimizers Download

MathWorks Webinar: Using Genetic Algorithms in Financial Applications This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio...


Platforms: Matlab


Added: June 17, 2013 | Visits: 187

CapSim - the MATLAB physics engine CapSim is an open-source planar physics simulator designed for academic purposes.The main features are:* Simple yet full featured, %100 Matalab code for readability and modifiability, perfect for research.* Planar capsules (a capsule is a segment with a radius) can be connected in arbitrary...


Platforms: Matlab

License: Freeware Size: 20.48 KB Download (18): CapSim - the MATLAB physics engine Download

Mean-variance portfolio optimization using GA and PATTERNSEARCH Please see PORTOPTGADS, by following link 'Published m-files' below.PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 40.96 KB Download (18): Mean-variance portfolio optimization using GA and PATTERNSEARCH Download

Added: August 05, 2013 | Visits: 370

Exercises in Advanced Risk and Portfolio Management Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

License: Freeware Size: 1.46 MB Download (22): Exercises in Advanced Risk and Portfolio Management Download

Added: June 12, 2013 | Visits: 213

Portfolio Optimizer Tool Files used in the Webinar: Build a Portfolio Analysis Production Application in MATLAB using Object-Oriented Programming Techniques.The focus of this demo is to introduce the design and development of a complete MATLAB application from concept through to completion. The GUI-based tool provides...


Platforms: Matlab

License: Freeware Size: 522.24 KB Download (21): Portfolio Optimizer Tool Download

Added: July 07, 2006 | Visits: 4.698

1-Hour Search Engine Optimization Free 1-hour search engine optimization crash course on the basics of search engine optimization & how to submit to search engines. The course is broken down into 10 chapters: 1. What Is Search Engine Optimization? 2. Search Engine Optimization Part 1: Meta Tags 3. Search Engine...


Platforms: Windows

License: Freeware Size: 517 KB Download (458): 1-Hour Search Engine Optimization Download

Added: October 13, 2006 | Visits: 9.875

Investment Portfolio Monitoring & Valuation The Portfolio Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions undertaken during a...


Platforms: Windows

License: Freeware Size: 135 KB Download (1304): Investment Portfolio Monitoring & Valuation Download

Released: May 04, 2003  |  Added: March 04, 2006 | Visits: 4.113

FXChaos FXChaos is a risk management tool designed for currency traders but can be used with any market. Money management is one of the most important aspects of day trading and this program uses Chaos Theory to model different bottom line possibilities using past performance data. Input % of past...


Platforms: Windows

License: Freeware Size: 192 KB Download (748): FXChaos Download

1 2 3 4 5 >