WebCab Portfolio (J2SE Edition)
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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. WebCab Portfolio (J2SE Edition) is a demo listed under finance software.
Version: 4.2 Released: 9/26/2004
Size: 6.87 MB
Platform: Windows 95, 98, ME, NT 4.x, Windows 2000, XP, Windows 2003, Unix, Linux, AS/400, OS/2, Mac OS X
Download Link: Download
Keywords: frontier portfolio market pricing optimal asset markowitz performance capm construct efficient capital apply model interpolation theory cml