This is the Linux app named MPT Portfolio Optimizer whose latest release can be downloaded as jdk-7u25-windows-i586.exe. It can be run online in the free hosting provider OnWorks for workstations.
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MPT Portfolio Optimizer
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DESCRIPTION
Portfolio optimizer for different asset weights that allows consideration of transaction costs. Asset weighting can be done by different methods, like equal weighting, index weighting, simulated mean variance optimal and full mean variance optimal.
Programming Language
C++, Java
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/mprs/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.
