Portfolio Allocation/Simulation

alpha
Add a Review
12 Downloads (This Week)
Last Update:
Download akutan-docs-1.0.jar
Browse All Files
Windows Mac Linux

Description

Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.

Portfolio Allocation/Simulation Web Site

Categories

Investment

License

BSD License

Features

  • Quadratic optimization
  • Return based style analysis
  • Black-Litterman model

Update Notifications





Write a Review

User Reviews

Be the first to post a review of Portfolio Allocation/Simulation!

Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry

User Interface

Java Swing

Registered

2006-04-10
Screenshots can attract more users to your project.
Features can attract more users to your project.

Icons must be PNG, GIF, or JPEG and less than 1 MiB in size. They will be displayed as 48x48 images.