:: LeoFiles ::
Business ::
Investment Tools
|
| WebCab Portfolio (J2SE Edition) software application by WebCab Components about portfolio, markowitz, theory, construct and more. |
|
| Version: 5.0 |
Release: 09/26/2004 |
OS: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2 |
Type: Demo |
Size: 7031 kB |
Price: $199.00 |
|
Keywords: Markowitz Theory, Capital asset pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market Po
|
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.
|
|
|
Click to Download
Sponsors:
Put your link here. | |