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WebCab Portfolio (J2SE 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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| Updated |
Jun 17, 2009 09:36:34 | | Size | 7031 kb | | Licence | Demo | | Status | Minor Update | | Languages | English | | Tags | Markowitz Theory, Capital asset pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market Portfolio, CML | | OS | Windows 95, Windows 98, Windows ME, Windows NT, Windows 2000, Windows XP, Windows 2003, Unix, Mac OS | | Homepage | webcabcomponents.com | | Email | webcab@gmail.com | | Author | Ben Fairfax |
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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 Java 2 compliant virtual machine. | Find last version of WebCab Portfolio (J2SE Edition) | |
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| Free Download WebCab Portfolio (J2SE Edition) 5.0 from webcabcomponents.com |
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