iPhone Screenshots

Description

three asset portfolio optimization

Modern Portfolio Theory (MPT) recognizes that investment returns also carry risks. When assembling a portfolio of risky assets, it is necessary to account for these two components as well as the correlation among the assets.

When risky assets are combined in a portfolio, the expected return of the portfolio, E(Rp) is the weighted average of the returns for each asset. If the asset returns are not perfectly correlated, the expected risk of the portfolio is somewhat more complicated. By convention, standard deviation, the square root of the variance, is a proxy for asset risk

The Efficient Frontier plots in risk-expected return space every possible combination of assets A, B, and C. The upper edge of the curve represents each outcome for which the portfolio return is maximized for a given level of portfolio risk.

The ‘blue star’ shows the return along the efficient frontier at the risk level selected by the slider. Additionally, the shares of assets A, B, and C for the portfolio that produced this point are displayed to the right of the graph.

What’s New

Version 2.3

- Updated for newer versions of iOS and iPhones.

Ratings and Reviews

1.0 out of 5
1 Rating

1 Rating

bgomes ,

Terrible app

Does almost nothing

App Privacy

The developer, MSYapps, has not provided details about its privacy practices and handling of data to Apple. For more information, see the developer’s privacy policy.

No Details Provided

The developer will be required to provide privacy details when they submit their next app update.

Supports

  • Family Sharing

    With Family Sharing set up, up to six family members can use this app.

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