Computerized Investing > July/August 2004

On the Internet: Portfolio Optimization Sites

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Portfolio Optimization Sites

Modern portfolio theory (MPT)—introduced in the 1950s by Harry Markowitz—focuses on a portfolio of assets and the relationship of the risk and return of individual assets. It illustrates that through the diversification of combining risky assets in a portfolio, it is possible to achieve higher returns without taking on additional risk. Markowitz also introduced the concept of an “efficient portfolio,” which minimized the risk for a given level of expected return, or maximized expected return for a given level of risk. Given the importance of these issues for investors, we present current sources for asset allocation advice found on the Web.
The Web site offers a comprehensive array of portfolio planning, analysis, and management tools for both the individual and institutional investor. There are several modules available, including financial planning, asset allocation, asset analysis, portfolio optimization, portfolio risk analysis, and portfolio style analysis.

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