Main > Business & Finance > Business Finance >

WebCab Portfolio for .NET 4.2



 

WebCab Portfolio for .NET 4.2

Sponsored Links

WebCab Portfolio for .NET 4.2 Ranking & Summary

RankingClick at the star to rank
Ranking Level
Buy now
User Review: 0 (0 times)
File size: 2.6 Mb
Platform: Windows
License: Shareware
Price: $179.00
Downloads: 188
Date added: 2009-03-16
Publisher: WebCab Components

WebCab Portfolio for .NET 4.2 description

WebCab Portfolio for .NET 4.2 is a software developed from the Markowitz Theory and Capital Asset Pricing Model (CAPM) for analyzing and building 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.

This program also provides Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

Major Features:

  1. Markowitz Model - Construct optimally diversified portfolios.
    • Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
    • Utility Function - Discover and set the investors utility function.
    • Optimal Portfolio - Select the optimal portfolio or set of portfolios by providing the expected return desired, the maximum risk or the investors utility function.
  2. Capital Asset Pricing Model (CAPM) - Construct optimally diversified portfolios with can hold or borrow cash.
    • Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
    • Market Portfolio - Find the Market Portfolio which offer the greater expected return per unit of risk.
    • Capital Market Line (CML) - Construct the CML with contains the optimal portfolio with respect to the CAPM.
    • Selecting Optimal Portfolio - Select the optimal portfolio by given expected return, risk or the Market Portfolio weighting.
    • Analysis of Optimal Portfolio - Evaluate the risk, expected return or Market Portfolio weighting of the optimal portfolio whenever one of these three properties is known.
  3. Auxiliary Classes
    • Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study and manipulation of curves such as the Efficient Frontier which are evaluated at a finite number of points.
    • SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function which may be given as a function of the risk or the expected return.
    • TwoAssetPortfolio - Evaluate of the optimal weighting of a portfolio with two assets. This functionality can be used to analyze the effect of a single purchase or sale from an arbitrary portfolio
    • AssetParameters - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance, ARCH model for expected price.
    • MaxRange - Evaluates the maximum range of the values of the expected return for which Efficient Frontier should be considered when the historical data set does is not consistent within the assumptions of Markowitz Theory and CAPM.
    • Performance Evaluation - Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).

  Requirements:

  1. Prerequisites and Compatibility Requirements:
    • Pentium IIĀ® 500Mhz
    • 64MB RAM
    • .NET Framework v1.x
  2. Compatibility Operating System for Deployment:
    • Windows Server 2003, 2000
    • Windows XP Professional
  3. Software Requirements:
    • .NET Framework v1.0 (or higher)
  4. Built Using:
    • .NET Framework v1.0

 WareSeeker Editor

WebCab Portfolio for .NET 4.2 Screenshot

WebCab Portfolio for .NET 4.2 Keywords

Bookmark WebCab Portfolio for .NET 4.2

Hyperlink code:
Link for forum:

WebCab Portfolio for .NET 4.2 Copyright

WareSeeker.com do not provide cracks, serial numbers etc for WebCab Portfolio for .NET 4.2. Any sharing links from rapidshare.com, yousendit.com or megaupload.com are also prohibited.

Allok Video Splitter 2.2.0 Review:

Name (Required)
Email(Required)
Captcha
Featured Software

Want to place your software product here?
Please contact us for consideration.

Contact WareSeeker.com
Related Software
Delphi Component implementing the Markowitz Theory and CAPM. Free Download
.NET Component and XML Web service offering Equity derivatives pricing framework Free Download
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML. Free Download
General Interest derivatives pricing .NET Component and XML Web service Free Download
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web ser Free Download
Add optimization & L.P. solver to .NET, COM and Web service Applications. Free Download
Add Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression functionality to your .NET, COM, and XML Web service Applications. This product also has the following technology aspects: 3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,... Extensive Client Examples (C#, VB, C++,...) ADO Mediator Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi) Free Download
3-in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models. Free Download