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WebCab Portfolio (J2SE Edition) - current version at SoftEmpire.com. Investor, J2SE

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

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Vendor Price: $ 199
License: Demo
File Size: 6.87 Mb
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 Java 2 compliant virtual machine.
Company: 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.

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WebCab Portfolio (J2SE Edition) - current version at SoftEmpire.com - Free Software Download