WebCab Portfolio (J2SE Edition)

v4.2

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Demo ($199.00)
Windows 98, 2000, XP, Linux, Unix
Jul 5, 2007
7031 kBytes
Any Java 2 compliant virtual machine.

 

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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