WebCab Portfolio (J2EE Edition) 4.2 description
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, inte
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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WebCab Portfolio (J2EE Edition) 4.2 Review
WebCab Portfolio (J2EE Edition) 4.2 Summary
Title: WebCab Portfolio (J2EE Edition) 4.2
Click here to place publisher URL File Size: 14859K
Platform: Windows 9X/ME/NT/2K/2003/XP/Vista
License: Shareware
Price: $249
User Rating:
Download: 9811
Date added: 2004-12-30
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