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WebCab Portfolio (J2SE Edition)


WebCab Components
Demo
5.0
$199.00
9/26/2004
6.87MB
0
Windows, Unix, Linux, AS/400, OS/2, Apple MAC
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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.