File Details |
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| File Size | 7.3 MB |
|---|---|
| License | Commercial Demo, $199.00 |
| Operating System | Linux, Mac, Windows 2000/9x/Server 2003/XP |
| Date Added | November 1, 2004 |
| Total Downloads | 279 |
| Publisher | WebCab Components |
| Homepage | WebCab Portfolio (J2SE Edition) |
Publisher's Description
WebCab Portfolio (J2SE Edition) will 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.
