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Program name:
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WebCab Portfolio for .NET |
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Version:
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4.2 |
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File Size:
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2.56 MB |
WebCab Portfolio for .NET
Free Download |
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OS Support:
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Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003 |
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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/dotNET/dotnet/portfolio/index.shtml |
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WebCab Portfolio for .NET
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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