VisualMvo is a single-period mean-variance optimizer which enables you to construct the Efficient Frontier -- the set of portfolios with greater expected return than any other with the same or less risk, and less risk than any other with the same or greater expected return. VisualMvo is an implementation of the Markowitz critical line algorithm.
- Runs on Windows 95/NT4/98/2000/Me/XP/Vista/7, including 64-bit versions
- Easy to use Windows interface
- Up to 20 assets (5 in the 30-day trial version)
- Simple constraints on each asset
- Displays single assets on frontier plot
- Displays up to 26 portfolios on frontier plot
- Optional inclusion of risk-free asset