Portfolio Optimisation 1.0 Free download

The Portfolio Optimisation model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. The unique design of the model enables it to be applie d to either financial instrument or business portfolios. The ability to apply optimisation analysis to a portfolio of businesses represents an excellent framework for driving capital allocation, investment, and divestment decisions. The key features of the Portfolio Optimisation Model include: Ease and flexibility of input, with embedded help prompts; Ability to specify the number of units held in each product or business; Specify minimum and maximum constraints for the optimised portfolio; Unique 'Ma intain Current Return Level' option to ensure that return is not deteriorated at the expense of risk; and Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified 'Target' return level.