Markowitz portfolio optimisation, EBIT-EPS analysis, capital structure, and capital budgeting — interactive, browser-based, and academically rigorous.
What's inside
Construct the efficient frontier, locate the minimum variance portfolio, and identify the tangency portfolio for a two-asset universe.
Portfolio theoryCompare equity and debt financing across EPS outcomes at different EBIT levels. Identify the indifference point visually and analytically.
Financing decisionsEvaluate how leverage affects WACC and firm value. Compare unlevered and levered firm scenarios under different capital structure assumptions.
Leverage & WACCCompute NPV, IRR, and payback period for investment projects. Compare projects with unequal lives using the replacement chain or EAA method.
NPV · IRRSign in to use the live tool — enter your asset inputs and see the frontier update in real time.
Pricing — annual licence
US & Canada
$9.99
per year, per e-mail
India
₹959
per year, per e-mail
Europe
€8.99
per year, per e-mail
Common questions
What is Markowitz portfolio optimisation?
A mathematical framework for constructing a portfolio that maximises expected return for a given level of risk, by finding the optimal weights on the efficient frontier.
What role does correlation play in diversification?
Lower correlation between assets shifts the efficient frontier leftward. At ρ = −1, a specific weight combination can reduce portfolio risk to zero — the complete hedge.
What is the tangency portfolio?
The portfolio that maximises the Sharpe ratio — reward per unit of risk. Rational investors hold a combination of this portfolio and the risk-free asset.
Is this suitable for a full MBA finance course?
Yes — the four tools cover the core quantitative topics of a corporate finance or investments module, with outputs suitable for classroom discussion and assignments.
More questions? View the full FAQ →