WebCab Portfolio for .NET 4.2
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
Last update
1 Oct. 2004
Licence
Free to try |
$179.00
OS Support
Windows
Downloads
Total: 1,872 | Last week: 0
Ranking
#1294 in
Accounting & Billing Software
Publisher
Webcab Components
Screenshots of WebCab Portfolio for .NET
WebCab Portfolio for .NET Publisher's Description
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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