WebCab Portfolio (J2EE Edition)  Total Downloads: | Hits:  | Rating:

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

Company: WebCab Components Title: WebCab Portfolio (J2EE Edition) License: Demo Price: 249 Version: 4 Program Size: 14859 KB Operating System: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X Date Released:   26-09-2004 Program Homepage  Download WebCab Portfolio (J2EE Edition)

WebCab Portfolio (J2EE Edition) Similar Software:

markowitz, theory, capital, asset, pricing, model, capm, optimal, portfolio, performance, interpolation, efficient, frontier, market, portfolio, cml

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