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WebCab Portfolio (J2SE Edition) 5.0

Markowitz Theory and CAPM: Optimal portfolio
Details
View: screenshot
Size: 6.87 MB
License: Demo
OS: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X
Price: $199 - Buy full version
Publisher: WebCab Components
Date added: 6/18/2005
Date updated: 6/19/2009
Total Downloads: 177
Downloads - Last Week: 0

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WebCab Portfolio (J2SE Edition) 5.0 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.

Requirements: Any Java 2 compliant virtual machine.

Download WebCab Portfolio (J2SE Edition) 5.0 (6.87 MB)

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