Help

This is an example for asset allocation for portfolio optimization of two assets --- cash and one equity only. Please use Google Chrome or Firefox browsers to see the demo web pages.

Functions of buttons:

  • Help - display this page.
  • Time step - current time step, between integer 0 and 12.
  • Play - play/pause animation from time step 0 to 12.
  • Recalculate - recalculate new path of equity return, portfolio weights and cumulative wealth.
  • Enable Price Editing - enable/disable price editing.

Features on both line graphs (i.e. Equity Return and Cumulative Wealth) include:

Move mouse on canvas to show tooltips of equity return, portfolio weights and cumulative wealth at current time step in the 3 graphs.

Their corresponding values are shown below the buttons.

Features on the Equity Return line graph include:

  • Click anywhere on the canvas to select the closest data point to cursor.
  • Drag a selected data point up or down to change its y value.
  • Once a data point in the Equity Return graph is moved, the portfolio weights and the cumulative wealth will be automatically calculated for the new path, and the graphs updated.
Before Deletion After Deletion

To refresh a page, press Shift-F5 in Chrome, or press F5 in Firefox. Then, it will recalculate new path of equity return, portfolio weights and cumulateive wealth.

For questions or contact for further information, please email Dr Zili Zhu.