This entry follows on from Part I, describing optimal portfolio selection for portfolios where the expected return and standard deviation are sufficient to describe the decision-makers’ risk profile (i.e. the criteria to be used in deciding what is meant by...
This financial risk analysis example demonstrates the use of the Corrmat function to correlate multiple @RISK distributions. The distributions are correlated using a matrix of coefficients that specify the relationship between each pair of functions. The coefficients...
Textbooks Textbooks Bundled with Palisade Software Palisade Software is a Key Component of Many College Textbooks Used at top business schools worldwide, over 60,000 students per year are learning Palisade software through college coursework. The following books...
In Part II of this series, we mentioned the existence of an analytic method to calculate the Efficient Frontier of a portfolio. Here we provide the formulas for this method. As for other methods to calculate the Efficient Frontier, this method requires knowledge of...
Software End User License Agreement Palisade Company, LLC Software End User License Agreement (“Agreement”) THIS IS A CONTRACT. PLEASE READ THIS AGREEMENT CAREFULLY BEFORE PURCHASING, DOWNLOADING, INSTALLING, OR USING THE SOFTWARE. BY PURCHASING,...
