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WebCab Portfolio (J2EE Edition) at SoftEmpire.com

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Apply the Markowitz Theory and CAPM to construct the optimal portfolio.

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Category: Business  /  Finance


A set of useful downloads to help you in the office including business software downloads, business applications, CRM, ERP. Programs for accounting, management and more.

 


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Vendor Price: $ 249
License: Demo
File Size: 14859
Version: 4.2
Release Date: 26 Sep 2004
OS: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS/400, OS/2, Mac OS X
System Requirements: Any J2EE Compliant Application server.
Company: WebCab Components
Languages:

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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