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MPT Portfolio Optimizer

Portfolio Optimizer following modern portfolio theory

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Description

Portfolio optimizer for different asset weights that allows consideration of transaction costs. Asset weighting can be done by different methods, like equal weighting, index weighting, simulated mean variance optimal and full mean variance optimal.

MPT Portfolio Optimizer Web Site

Categories

Investment

License

Other License

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Additional Project Details

Programming Language

C++, Java

Registered

2013-04-19

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