SuggestSoft.com
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.
| Updated: | 2006-12-24 |
| License: | 249.00$ |
| Publisher: | WebCab Components |
| Size: | 16.2 Mb |
| Require: | Any J2EE Compliant Application server . |
| System: | Win95, Win98, WinME, WinNT4x, WinXP, Win2000, Win2003, Unix, Linux, AS400, OS2, MacOSX |
| Language: | English |
portfolio 2 3 4 5 6
market 2 3 4 5 6
efficient frontier
markowitz theory 2 3
optimal portfolio 2 3
capm
pricing model 2 3 4 5 6
capital asset 2 3 4 5 6
performance interpolation 2 3 4 5 6
- 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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Anti Virus Report 1 Anti Virus Report 2 Download Program Buy This Program Download's Map Post Review/Rate
|
|||
Close  |