WebCab Portfolio (J2SE Edition) 5.0
developed by WebCab Components (27 more applications)
, added on July 11, 2010
Publisher's 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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PROGRAM SPECS
Price: 199.00$ BUY
Operating system: Win 95, Win 98, Win NT, Win 2000, Win XP, Win 2003 Server, Mac OS X, Linux, Unix
Min. requirements: Any Java 2 compliant virtual machine.
Uninstaller: included
Release date: 2004-09-26
Downloads: 0
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TAGS
markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml
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