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Efficient Portfolio

價格:免費

更新日期:2019-01-03

檔案大小:24.9 MB

目前版本:1.1.1

版本需求:需要 iOS 9.0 或以上版本。與 iPhone、iPad 及 iPod touch 相容。

支援語言:英語

Efficient Portfolio(圖1)-速報App

Efficient Portfolio is a unique smartphone app, which calculates the "efficient portfolio" of shares according to the theory of Nobel laureate Prof. Harry M. Markowitz and gives instructions, how to change a given portfolio to become efficient. The efficient portfolio is a portfolio that provides the greatest expected return for a given level of risk, or equivalently, the lowest risk for a given expected return, also called "optimal portfolio".

The model works right under the assumptions of the original theory:

- The investor is acting in a rational and risk-averse manner.

- Entry- and target values are quantified by expected values and standard deviation.

- Shares of the portfolio are arbitrarily divisible.

Efficient Portfolio(圖2)-速報App

- The model does not account transaction costs.

- The model relates to a one period consideration.

- Changes in the fair values are normally distributed.

The model is intended for long-term investors (5 - 10 years). Refreshments of the portfolio (buy/sell shares) should carried out not more than one time a year, because transaction costs becomes eventually too high.

Efficient Portfolio(圖3)-速報App

Free Data API: Alpha Vantage Inc., Boston, Mass., USA. Includes ticker data in USD from NYSE, NASDAQ and OTC.

Efficient Portfolio(圖4)-速報App

支援平台:iPhone, iPad