VisualMvo -- Single Period MVO

Efficient Frontier

Current version

VisualMvo 1.6 (download file VM1621.exe)

• Updated for Windows Vista
• This is a free upgrade for all owners of VisualMvo 1.0 through 1.5
• Existing owners: use your serial number to download the latest version
• New customers: obtain serial number for free 30-day trial
• View sample screens

Description

• Single period mean-variance optimizer
• Computes the efficient frontier
• For multi-period optimization see the companion program MvoPlus

Features

• Runs on Windows 95/NT/98/2000/Me/XP/Vista, including 64-bit versions
• Easy to use Windows interface
• Up to 20 assets (5 in the 30-day trial version)
• Simple constraints on each asset
• Displays single assets on frontier plot
• Displays up to 26 portfolios on frontier plot
• Optional inclusion of risk-free asset

MVO mode inputs

Entered directly into program:

• Expected return of each asset
• Standard deviation of each asset
• Correlation matrix

DATA mode inputs

Entered in a simple comma-separated file format:

• Historical data

Outputs

• Side by side screen display of efficient frontier plot and current portfolio
• Numerous table outputs in text or comma-separated format