File Details |
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File Size | 4.7 MB |
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License | Commercial Demo, $179.00 |
Operating System | Windows 2000/9x/Server 2003/XP |
Date Added | November 1, 2004 |
Total Downloads | 281 |
Publisher | WebCab Components |
Homepage | WebCab Portfolio for Delphi |
Publisher's Description
WebCab Portfolio for Delphi is a Delphi add-in Component and XML Web service implementation offering the application of 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.