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o Academi Description

"SmartFolio is a highly advanced, easy to use analytical tool."

BS Editor: Our advanced, constantly updated software gives the investor all the tools they need. Some of the mathematical algorithms utilized by SmartFolio have only emerged in the last few years. Many are therefore not to be found in other commercial products. The most important SmartFolio features are outlined below:

General

Fully supports the multi-period investment paradigm.
Fully supports portfolios featuring assets with non-Gaussian distribution of returns, or non-linear inter-dependencies, including options and hedge funds. This is achieved through direct simulation of portfolio dynamics with no model assumptions.

Portfolio Construction
Simultaneous creation of two environments for portfolio analysis:

* Analytical environment: logarithmic price increments are assumed to be independent normally distributed random variables.
* Historical environment: optimization and other procedures are based directly on historical prices.

Risk-free asset option.
Factor-selection option for a factor-based asset pricing model.
Estimation of parameters
Stambaugh combined-sample estimates, used if asset histories differ in length
Jorion expected-returns estimate, which shrinks sample average returns to a common value.
Ledoit-Wolf covariance-Matrix estimate, which shrinks the sample covariance matrix to the constant correlations covariance matrix.

Pastor-Stambaugh-Wang joint estimate of expected returns and covariances, which shrinks sample estimates to their respective counterparts, implied by the selected factor model.
MacKinlay-Pastor joint estimate of expected returns and covariances, based on the assumption that prices are explained by an unobservable factor.
The Black-Litterman model that incorporates subjective invetsor views in parameter estimation and asset allocation process you can free download SmartFolio Academic Edition 3.0.65 now.

o Academi Keywords

MIC edit, rtf edit, academic, folio, rtfo, Demi

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• o Academi
  SmartFolio is a highly advanced, easy to use analytical tool.
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