Synopsis
* Calculate correlations, covariances, means and standard deviations
* Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing.
* Perform duration analysis and estimate spot rates for bonds.
* Do performance evaluation using single and multi-index andequilibrium models.
* Calculate prices for futures and prices and implied volatility foroptions.
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From the Back Cover
The Investment Portfolio The Investment Portfolio is a powerful windows-based program that lets the user create, evaluate, and manage realistic portfolios. It gives them an interactive experience that makes the theory clear and relevant. The user creates various portfolios made up of stocks, bonds, mutual funds and treasury bills. They can take their data directly from the software’s built-in database, import data from ASCII files, or enter their own data using the software’s spreadsheet function. They then work with these portfolios.
| Table of Contents | ||||
| I. Getting Started | V. The Equilibrium Module | IX. The Futures Module | ||
| II. Overview of The Investment Portfolio Software | VI. The Valuation Module | X. The Statistics Module | ||
| III. The Markowitz Module | VII. The Bond Module | Appendix A: Data Files | ||
| IV. The Performance Module | VIII. The Option Module | Appendix B: Importing Data |
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