 |
WebCab Portfolio for .NET
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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Released by: WebCab Components
Date: 9/26/2004
Version: 4.2
File Size: 2.56 MB
Price: $ 179
Supported OS: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003
Keywords: markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml
Free WebCab Portfolio for .NET Download Link |
