WebCab Portfolio (J2SE Edition) v5.0

Catégorie :

Outils d'investissement

Licence :

Démo

Editeur :

WebCab Components

Prix :

199 USD

Taille :

6.9 MB

Mis à jour :

26/09/2004

Evaluation :

(0 Votes)

Plateformes :

Autre Linux Unix Win2000 Windows (Autres) XP

Ce logiciel a déjà été téléchargé 389 fois

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.