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Niklas Gerdt

MPT Portfolio Optimizer

MPT Portfolio Optimizer is flexible tool for portfolio optimization and modification. It also includes transaction costs.
Portfolio Optimizer is based on modern portfolio theory (http://en.wikipedia.org/wiki/Modern_portfolio_theory).


  • Niklas Gerdt
    Niklas Gerdt
    2013-04-26

    MPT Portfolio Optimizer

    MPT Portfolio Optimizer is flexible tool for portfolio optimization and modification. It also includes transaction costs.
    Portfolio Optimizer is based on modern portfolio theory (http://en.wikipedia.org/wiki/Modern_portfolio_theory).