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WebCab Portfolio (J2SE Edition) 4.2

WebCab Portfolio (J2SE Edition) 4.2

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WebCab Portfolio (J2SE Edition) 4.2 Ranking & Summary

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File size: 7031K
Platform: Windows 9X/ME/NT/2K/2003/XP/Vista
License: Shareware
Price: $199
Downloads: 1761
Date added: 2004-12-30
Publisher: WebCab Components

WebCab Portfolio (J2SE Edition) 4.2 description

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 (J2SE Edition) 4.2 Copyright

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