WebCab Portfolio J2EE Edition 4.2
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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Released: 26 Sep 2004
File Size: 14859 Kb
License: Demo
Download: Free Trial
Downloads: 90
Price: 249 USD
Language: English
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OS: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS/400, OS/2, Mac OS X
Homepage: WebCab Portfolio (J2EE Edition)
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