I'd like to build a portfolio based upon modern portfolio theory and I'd like to find a tool I can use to calculate the proper mix of asset classes. Can anyone help with this? I think a good chart/graph showing stocks, bonds, oil, etc. along the efficient frontier would suffice as well.
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Excel can do this with some formulas. It's worth noting that the efficient frontier is a historical picture of what optimal allocation would have been – Matthew Mar 14 '15 at 2:59
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This could help you if you have access to Mathematica:
https://mathematica.stackexchange.com/a/39409/363
This answers more on the lines of the 'academic' part of your question. It's not a turn-key solution. You'd have to work on it to turn it to your application.
answered Mar 15 '15 at 0:47
