Author Company: WebCab Components
Category: Business
Markowitz Theory and CAPM: Optimal portfolio
Screenshot: WebCab Portfolio (J2EE Edition)
Program Name: WebCab Portfolio (J2EE Edition)
Version: Minor Update
Release Status: 4.2
Release Date: 26.09.2004
Price: $ 249
License: Demo
Install_Support: Install and Uninstall
OS Support: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X
Language: English
System Requirements: Any J2EE Compliant Application server.
File Size: 14.51Mb.
Download WebCab Portfolio (J2EE Edition)
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
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