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![Markowitz Theory and CAPM: Optimal portfolio WebCab Portfolio (J2SE Edition)]()
Screenshort of WebCab Portfolio (J2SE Edition) v4.2
Short description of WebCab Portfolio (J2SE Edition) v4.2
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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. 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, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. |
| Developer Name | WebCab Components |
| Release Date | 2004-09-26 |
| Program type | Demo |
| Program cost | $199 (click to order) |
| Operating system supported | Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS / 400,OS / 2,Mac OS X |
| Install support | Install and Uninstall |
| Program language | English |
| System requirements | Any Java 2 compliant virtual machine. |
| Links, related to WebCab Portfolio (J2SE Edition) | webcab portfolio (j2se edition) - markowitz - theory - capital - asset - pricing - model - capm - optimal - portfolio - performance - interpolation - efficient - frontier - market - cml |
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