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WebCab Portfolio (J2EE Edition)

More tags: markowitz, theory, capital, asset, pricing, model, capm, optimal, portfolio, performance, interpolation, efficient, frontier, market, portfolio, cml,
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WebCab Portfolio (J2EE Edition)

WebCab Portfolio (J2EE Edition)
  Category : Business -  Business
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  Platform : Win95,  Win98,  WinME,  WinNT 4.x,  Windows2000,  WinXP,  Windows2003,  Unix,  Linux,  AS/400,  OS/2,  Mac OS X  
  Price : USD 249  
  Developer:  
  Rating :  
  License : Demo  
  Limitations: N/A  
  Date : 2004-09-26  
  Size : 14.51 MB  
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Software Description:
Software In :
Business
Business
markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml,
   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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More tags: markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml,
 
 
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