價格：免費
更新日期：2018-03-25
檔案大小：7.5M
目前版本：1.1.0
版本需求：Android 4.1 以上版本
官方網站：http://www.scietrex.com
Email：g.mueller@scietrex.com
聯絡地址：Sugabüntweg 10 FL 9491 Ruggell Liechtenstein
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.
- 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.
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