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WebCab Portfolio (J2EE Edition) 5.0
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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. |
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Sep 13, 2011 19:57:36 | Size | 14859 kb | Licence | Demo | Status | Minor Update | Languages | English | OS | Windows 95, Windows 98, Windows ME, Windows NT, Windows 2000, Windows XP, Windows 2003, Unix, Mac OS | Homepage | webcabcomponents.com | Author | Ben Fairfax |
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- 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.
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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 last version of WebCab Portfolio (J2EE Edition) |
| Freeware alternatives WebCab Portfolio (J2EE Edition) 5.0 |
| Free Download WebCab Portfolio (J2EE Edition) 5.0 from webcabcomponents.com |
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