WebCab Portfolio (J2SE Edition) - Markowitz Theory and CAPM: Optimal portfolio
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WebCab Portfolio (J2SE Edition)

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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

Price: $199
Version: 4.2 Released: 9/26/2004
Size: 6.87 MB
Platform: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X

Download Link: Download

Keywords: optimal asset market markowitz capital portfolio interpolation apply portfolio cml capm theory construct theory performance efficient pricing model portfolio capm markowitz frontier optimal

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capital asset pricing model risk return interpolation procedures market portfolio capm markowitz weight constraints efficient frontier respect to asset pricing performance evaluation optimal portfolio cml investors

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