WebCab Portfolio (J2EE Edition) free download Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and 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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Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.

Updated Jun 17, 2009 09:36:32
Size14859 kb
LicenceDemo
StatusMinor Update
LanguagesEnglish
TagsMarkowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML
OSWindows 95, Windows 98, Windows ME, Windows NT, Windows 2000, Windows XP, Windows 2003, Unix, Mac OS
Homepagewebcabcomponents.com
Emailwebcab@gmail.com
AuthorBen Fairfax
WebCab Portfolio (J2EE Edition) free download Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and 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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Other author's software:
  • WebCab Portfolio for .NET 4.2 — .NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.
  • WebCab Functions for .NET 2.0 — Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications.
Show all author's software

Description:
   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.
Short tags:
Markowitz, Theory, Capital, asset, pricing, model, CAPM, Optimal, portfolio, Performance, interpolation, Efficient, Frontier, Market, Portfolio, CML
System Requirements:
Any J2EE Compliant Application server.
find all version  Find last version of WebCab Portfolio (J2EE Edition)
      Freeware alternatives WebCab Portfolio (J2EE Edition) 5.0
Free Download now  Free Download WebCab Portfolio (J2EE Edition) 5.0 from webcabcomponents.com

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