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Advanced Portfolio Analytics Library .NET (ApaLibNET)ApaLibNET - Advanced Portfolio Analytics Library .NET by Andreas Steiner Consulting GmbH
http://www.apalibnet.com/
ApaLibNET - Advanced Portfolio Analytics Library .NET by Andreas Steiner Consulting GmbH
http://www.apalibnet.com/
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Advanced Portfolio Analytics Library .NET (ApaLibNET) | apalibnet.com Reviews
https://apalibnet.com
ApaLibNET - Advanced Portfolio Analytics Library .NET by Andreas Steiner Consulting GmbH
apalibnet.com
Advanced Portfolio Analytics Library .NET (ApaLibNET)
http://www.apalibnet.com/XLL.aspx
ApaLibNET - Advanced Portfolio Analytics. ApaLibNET contains more than two hundered advanced portfolio analytics functions, bringing consistent performance and risk analysis, portfolio construction techniques and sophisticated statistical methods to Microsoft Excel, the most important analytical platform in the investment management world. The Excel add-in version is sold as an annual subscription. The subscription price for using the Excel add-in on five computers is 280 CHF. Per year (click here. Write...
Advanced Portfolio Analytics Library .NET (ApaLibNET)
http://www.apalibnet.com/DLL.aspx
ApaLibNET - Advanced Portfolio Analytics. It is also possible to use the function library of the add-in on other systems than Excel. As long as they can interface to a compiled .NET class library. This allows to use the library on platforms like for example MATLAB. If you are a .NET developer, you can directly add the library to your projects in Visual Studio. Or other programming environments (see the video tutorial. On using the library in Visual Studio). We offer flexible licensing schemes.
Advanced Portfolio Analytics Library .NET (ApaLibNET)
http://www.apalibnet.com/WebApps.aspx
ApaLibNET - Advanced Portfolio Analytics. In this section, you find various web apps which illustrate the functionality of the Advanced Portfolio Analytics .NET Library. We offer flexible licensing schemes. To integrate ApaLibNET functionality with your web applications. The level of support can be determined by the user, rangeing from installation troubleshooting only to external programming services. Currently, the following web apps are available.
Advanced Portfolio Analytics Library .NET (ApaLibNET)
http://www.apalibnet.com/Default.aspx
ApaLibNET - Advanced Portfolio Analytics. This is the homepage of the Advanced Portfolio Analytics .NET Library, a collection of quantitative functions related to performance analysis, investment risk management and portfolio construction. The functionality is available in the form of an Excel XLL add-in. You can keep in touch with us on Twitter. If you would like to receive news related to our software services by email, please subscribe to our newsletter.
Advanced Portfolio Analytics Library .NET (ApaLibNET)
http://www.apalibnet.com/About.aspx
ApaLibNET - Advanced Portfolio Analytics. ApaLibNET is provided by Andreas Steiner Consulting GmbH, an investment analytics consulting boutique domiciled in Switzerland. Andreas Steiner Consulting GmbH. WWW: http:/ www.andreassteiner.net/consulting. Phone: 41 79 652 28 70. Commerical register identification number: CH-020.4.043.873-9. Data Protection and Privacy Policy. The general Data Protection and Privacy Policy. Of Andreas Steiner Consulting GmbH applies to this website as well as the software.
TOTAL PAGES IN THIS WEBSITE
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Quant Splinters: A Practioner's Approach to CVaR Portfolio Optimization
http://quant-splinters.blogspot.com/2014/08/a-practioners-approach-to-cvar.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Monday, 18 August 2014. A Practioner's Approach to CVaR Portfolio Optimization. Sigma {p} {2} = w cdot Sigma cdot w' $. CVaR {p} {2} approx w cdot Sigma {*} cdot w' $. A simple two asset example illustrates the ...
Quant Splinters: April 2014
http://quant-splinters.blogspot.com/2014_04_01_archive.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Tuesday, 8 April 2014. Diversification is a Second Order Effect. In order to visualize the risk dynamics, we calculate annualized rolling 24 month asset volatilities and 24 month rolling asset correlation. Pictu...
Quant Splinters: May 2014
http://quant-splinters.blogspot.com/2014_05_01_archive.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Tuesday, 27 May 2014. Understanding Black/Litterman Posterior Returns. The core of the Black/Litterman model is the equation for posterior returns below. It becomes immediately clear that posterior returns are a...
Quant Splinters: June 2015
http://quant-splinters.blogspot.com/2015_06_01_archive.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Thursday, 18 June 2015. I am publishing on various platforms and have decided to stop adding to this particular blog. If you are interested in my more recent blogs, check on LinkedIn. Thank you in advance,.
Quant Splinters: We Are Moving!
http://quant-splinters.blogspot.com/2015/06/we-are-moving.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Thursday, 18 June 2015. I am publishing on various platforms and have decided to stop adding to this particular blog. If you are interested in my more recent blogs, check on LinkedIn. Thank you in advance,.
Quant Splinters: January 2014
http://quant-splinters.blogspot.com/2014_01_01_archive.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Friday, 24 January 2014. Drawdown Risk Budgeting: Contributions to Drawdown-At-Risk and the Drawdown Parity Portfolio. Non-linear homogeneous risk measures can be approximated (e.g. Taylor series expansi...The f...
Quant Splinters: Drawdown Risk Budgeting: Contributions to Drawdown-At-Risk and the Drawdown Parity Portfolio
http://quant-splinters.blogspot.com/2014/01/drawdown-risk-budgeting-contributions.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Friday, 24 January 2014. Drawdown Risk Budgeting: Contributions to Drawdown-At-Risk and the Drawdown Parity Portfolio. Non-linear homogeneous risk measures can be approximated (e.g. Taylor series expansi...The f...
Quant Splinters: Understanding Black/Litterman Posterior Returns
http://quant-splinters.blogspot.com/2014/05/understanding-blacklitterman-posterior.html
A blog dedicated to quantitative concepts in investment management - my personal, judgmental, explorative and incomplete work in progress - fragments which are typically hard to remove and sometimes even hurt. Andreas Steiner Consulting GmbH. Advanced Portfolio Analytics Library .NET (ApaLibNET). Tuesday, 27 May 2014. Understanding Black/Litterman Posterior Returns. The core of the Black/Litterman model is the equation for posterior returns below. It becomes immediately clear that posterior returns are a...
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Trouver un service :. Trouver une activité :. Le point de vue des bénéficiaires. Offres de bénévolat. Mieux vivre chez soi. Jardinage et petits travaux. Ménage et repassage à domicile. Eacute;changer, se divertir. Visites à domicile. Trouver un logement adapté. Conférences - débats. Allô Maltraitance (ALMA). La vie de l'association. Jeanne, Louis et vous. APALIB' dans la presse. Des interventions de proximité sur tout le Haut-Rhin. 21 mai 2015 de 11h à 20h. Forum bénévolat : Je bénévole! Anticiper pour r...
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Advanced Portfolio Analytics Library .NET (ApaLibNET)
ApaLibNET - Advanced Portfolio Analytics. This is the homepage of the Advanced Portfolio Analytics .NET Library, a collection of quantitative functions related to performance analysis, investment risk management and portfolio construction. The functionality is available in the form of an Excel XLL add-in. You can keep in touch with us on Twitter. If you would like to receive news related to our software services by email, please subscribe to our newsletter.
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