WebCab Portfolio for .NET
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.
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Publisher: |
WebCab Components |
| Version: |
4.2 |
| License: |
Demo |
| File Size: |
2617
K |
| Price: |
$179 |
| License: |
Demo |
| Release date: |
9/26/2004 12: |
| OS: |
Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003 |
| Clicks: |
460 |
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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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| Keywords:Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML | |
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