WebCab Portfolio (J2EE Edition) 4.2
 

Produced by:

WebCab Components

File size:

14859 kB

License:

Demo

OS:

Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2

Buy Price:

$ 249.00
 or € 166.00 euro

Release date:

2004-09-26

Downloads:

436

Visitors rating:

Not rated yet
WebCab-Portfolio-%28J2EE-Edition%29
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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.


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