Markowitz Software

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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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.

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

CVP optimizer by ARCAIM SOFTWARE

CVP optimizer uses the Markowitz-Sharpe approach as applied to planning to increase profitability of a company?s activities. Any purchases and sales are regarded to be portfolio investments with predicted returns on the investments optimized.

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