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WebCab Portfolio for .NET 4.2
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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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Download link |
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Size |
2617KB |
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License |
Demo |
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Price |
179 |
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Category |
Business & Finance / Business Finance |
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Operating System |
Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003 |
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Developer |
WebCab Components |
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Buy this soft |
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Related keywords: Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML, |
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