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WebCab Portfolio (J2EE Edition) 4.2 |
 
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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.
Author: | WebCab Components All programs by this author |
Downloads: |
3 |
License: |
Demo |
Cost: |
$249.00 US |
Operating Systems: |
      
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Size: |
14859K |
Release Status: |
update |
Last Updated: |
2004-09-26 |
Our Rating: |
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Markowitz Theory, Capital asset, pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market, Portfolio, CML
Recent Changes: Not Established
Install Support: Install and Uninstall
Supported Languages: English
Additional Requirements: Any J2EE Compliant Application server.
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