WebCab Portfolio (J2SE Edition)

Author Company: WebCab Components

Category: Business

Markowitz Theory and CAPM: Optimal portfolio

Screenshot: WebCab Portfolio (J2SE Edition)
Program Name: WebCab Portfolio (J2SE Edition)
Version: Minor Update
Release Status: 4.2
Release Date: 26.09.2004
Price: $ 199
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 Java 2 compliant virtual machine.
File Size: 6.87Mb.
Download WebCab Portfolio (J2SE 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