WebCab Portfolio (J2EE Edition)

WebCab Portfolio (J2EE Edition) 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. Published by WebCab Components   File Size: 14,860 K OS: Linux; Win (All) Released: 26-Sep-2004 Free to try, $249.00 to buy Free Download Get Full Version

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.

Requirements WebCab Portfolio (J2EE Edition) 4.2 requires Any J2EE Compliant Application server.