WebCab Portfolio for .NET
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. WebCab Portfolio for .NET is a demo listed under finance software.
Price: $179
Version: 4.2 Released: 9/26/2004
Size: 2.56 MB
Platform: Windows 95, 98, ME, NT 4.x, Windows 2000, XP, Windows 2003
Download Link: Download
Keywords: asset optimal pricing construct theory portfolio performance market cml markowitz frontier capital capm interpolation efficient model apply
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