 |
WebCab Portfolio for .NET
WebCab Components
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.
Software Price: $ 179
Software Version: 4.2
Software Release Date: 9-26-04
Size: 2.56 MB
Platform: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003
Download Page: WebCab Portfolio for .NET
Download
Keywords: markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml