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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Publisher: |
WebCab Components |
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Product: |
WebCab Portfolio (J2SE Edition) |
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Version: |
4.2 |
| License: | Demo, $199.00 |
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File size: |
7031 Kb (6.86 Mb)
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Screenshot: |
View screenshot
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| OS: |
Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X |
| Keywords: |
WebCab Portfolio (J2SE Edition), Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML |
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