WebCab Portfolio (J2SE Edition) 4.2
Product information
Category:
Platform:
Windows 95/98/Me/NT/2000/XP
Price:
$199
File Size:
7031 Kb
Screenshot:
Manufacturer:
Product page:
Description from the publisher
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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