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WebCab Portfolio (J2SE Edition) 5.0
License: Free Trial File size: 7.20 MB
Users Rating: 4.0/5 - 1 votes
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ABOUT WebCab Portfolio (J2SE Edition)
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.