WebCab Portfolio (J2EE Edition)

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
OS:Win95,Win98,WinME,WinXP,Windows2000
Type:Shareware
Price:$249.00
Size:7865 KB
Version:1.0
Tags:set1set2set3set4