Icon of program: Efficient Frontier

Efficient Frontier for iOS

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Key Details of Efficient Frontier

  • Modern Portfolio Theory (MPT) recognizes that investment returns also carry risks. When assembling a portfolio of risky assets, it is necessary to...
  • Last updated on 6/10/2016
  • There have been 9 updates
  • Virus scan status:

    Clean (it's extremely likely that this software program is clean)


Developer's Description

Modern Portfolio Theory (MPT) recognizes that investment returns also carry risks. When assembling a portfolio of risky assets, it is necessary to...
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 riskThe 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.

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Full Specifications

GENERAL
Release
November 21, 2011
Latest update
June 10, 2016
Version
2.2
OPERATING SYSTEMS
Platform
iOS
Operating System
iOS 12.1.2
Additional Requirements
Compatible with: iphone3gs, iphone3gs, iphone4, iphone4, ipodtouchfourthgen, ipodtouchfourthgen, ipad2wifi, ipad2wifi, ipad23g, ipad23g, iphone4s, iphone4s, ipadthirdgen, ipadthirdgen, ipadthirdgen4g, ipadthirdgen4g, iphone5, iphone5, ipodtouchfifthgen, ipodtouchfifthgen, ipadfourthgen, ipadfourthgen, ipadfourthgen4g, ipadfourthgen4g, ipadmini, ipadmini, ipadmini4g, ipadmini4g
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