Author Company: WebCab Components
Category: Business
Markowitz Theory and CAPM: Optimal portfolio
Screenshot: WebCab Portfolio for .NET
Program Name: WebCab Portfolio for .NET
Version: Minor Update
Release Status: 4.2
Release Date: 26.09.2004
Price: $ 179
License: Demo
Install_Support: Install and Uninstall
OS Support: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003
Language: English
System Requirements: .NET Framework v1.0 (or higher)
File Size: 2.56Mb.
Download WebCab Portfolio for .NET
Description:
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.
Tags: Markowitz Theory, Capital asset, pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market Portfolio, CML
0 comments:
Post a Comment