Markowitz Portfolio Automata Handler

[ExSan]

Markowitz Portfolio Handler for n-assets
Attached exsan, place it on your desktop and execute

Main Menu: 1 ExSan
ExSan Menu: 6 Quant Finance Room
Quant Menu: p Markowitz Portfolio

Data File ---> stock //attached file must be placed in c:\exsan
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Regards / ExSan

 

[alain]

Could you post the source code? What type of data should be in the data files? Could you give some kind of documentation of how to use it?

The PDF included in the file describes the Merton Model for Default. Do you have questions about it? PM me.

 

[Andy Nguyen]

Yes, do post source code as it's the whole spirit of Quantnet. Proprietary software is for commercial purpose and is not helpful for people who wants to play with the code.
Binaries only code will be removed.
Thanks.