by Centi Riccardo OpenDiscreteDynamicProgrammingTemplate : founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network)
by WebCab Components 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.
by WebCab Components .NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.
by WebCab Components 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.
by Excel Business Tools 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