Efficient Frontier (DJ 30)

dow jones large

Efficient Frontier (DJ 30) is an interactive graphical visualization tool that allows you to select portfolio composition using the Dow Jones 30 Index. The tool calculates the corresponding Efficient Frontier, Optimal Complete Portfolio, Optimal Risky Portfolio as well as Minimum Variance Portfolio based on the stock selection.

This application was created using returns from the Dow 30 from 2008 to 2013. In addition to varying the number of securities, you can also alter the measure of risk aversion.