portfolio allocation simulation

We have hosted the application portfolio allocation simulation in order to run this application in our online workstations with Wine or directly.

Quick description about portfolio allocation simulation:

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

Audience: Financial and Insurance Industry.
User interface: Java Swing.

Database Environment: JDBC.
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