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The only difference between Individual and Corporate Licenses is the maximum portfolio size allowed.

Feature	Individual License	Corporate License
Supported Excel versions
Excel 2003/XP/2000
Excel 2007
Data management
Import from a text file
Download from Yahoo!Finance service
Import from an Excel table (new!)
Import from Bloomberg Professional (new!)
Automatic update from all 4 sources (new!)
Connection to MS Access database
Portfolio construction
Maximum number of portfolio components	64	Excel 2003/XP/2000 240 Excel 2007 16368
Option for selecting the riskless asset
Option for selecting factors for a factor-based asset pricing model
Analytical environment for portfolio analysis, based on expected returns and covariances
Historical environment for portfolio analysis
Estimation of parameters
Standard sample estimates
Stambaugh combined-sample estimates
Jorion estimate of expected returns
Ledoit-Wolf estimate of the covariance matrix
Pastor-Stambaugh-Wang joint estimate of expected returns and covariances
MacKinlay-Pastor joint estimate of expected returns and covariances
The Black-Litterman model (new!)
Historical simulations
Simulations of portfolio strategies with continuous rebalancing.
Simulations of portfolio strategies with continuous rebalancing and portfolio insurance
Simulations of portfolio strategies with "inaction region" rebalancing
Simulations of portfolio strategies with "inaction region" rebalancing and portfolio insurance
Portfolio optimization
Optimization based on expected returns and covariances
Optimization performed directly on historical data
Maximization of an expected utility with constant relative risk aversion
Minimization of a target shortfall probability
Benchmark tracking
Worst-case scenario optimization
Walk-forward optimization (new!)
Various constraints on portfolio structure and performance
IPOPT optimization engine
Efficient frontier construction
Construction of the efficient frontier based on expected returns and covariances
Construction of the efficient frontier performed directly on historical data
Target shortfall probabilities analysis
Calculation of shortfall probabilities based on expected returns and covariances
Calculation of shortfall probabilities performed directly on historical data
Implementation of the block bootstrapping algorithm
Value-at-Risk analysis
Calculation of VaR and CVaR based on expected returns and covariances
Calculation of VaR and CVaR based on the empirical distribution
Calculation of VaR and CVaR based on the implied normal distribution
Calculation of VaR and CVaR based on the implied non-central t-distribution
Calculation of VaR and CVaR based on Cornish-Fisher expansion
Implementation of the block bootstrapping algorithm