Asset Pricing Software

WebCab Portfolio (J2SE Edition) by WebCab Components

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.

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WebCab Portfolio for .NET by WebCab Components

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.

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PickStock by Bell Software and Services, Inc.

Uses principal components analysis to search out potentially underpriced stocks by analyzing a user-supplied database of historical stock prices. The program is believed to be an implementation of what is known as 'arbitrage pricing theory'.

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Time Value of Money by Force-10 Software Productions

Time Value of Money is a Finance and Loan Amortization Calculator.

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