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WebCab Portfolio for .NET 4.2
Author:
Supported languages: English
Supported OS: Win95 / Win98 / WinME / WinNT 4.x / Windows2000 / WinXP / Windows2003
Price: $179.00
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Free WebCab Portfolio for .NET download - 2.56 Mb
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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.
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| Keywords: |
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Markowitz, Theory, Capital, asset, pricing, model, CAPM, Optimal, portfolio, Performance, interpolation, Efficient, Frontier, Market, Portfolio, CML
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