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Program name:
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WebCab Portfolio (J2EE Edition) |
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Version:
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4.2 |
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File Size:
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14.51 MB |
WebCab Portfolio (J2EE Edition)
Free Download |
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OS Support:
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Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2 |
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Limitations:
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Free to try |
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Date Added:
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2004-09-26 |
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Author:
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http://www.webcabcomponents.com/ejb/portfolio/index.shtml |
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WebCab Portfolio (J2EE Edition)
Description:
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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.
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