Portfolio Allocation/Simulation download

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.

Features

Quadratic optimization
Return based style analysis
Black-Litterman model

Project Activity

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License

BSD License

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Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry

User Interface

Java Swing

Database Environment

JDBC

Registered

2006-04-10

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