Program type: Demo
Developer Name: WebCab Components
Release Date: 2004-09-26
System requirements:
Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS / 400, OS / 2, Mac OS X
Any Java 2 compliant virtual machine.
Limitations:
Program cost: $199 (click to order)
WebCab_Portfolio_J2SE_Edition_
File size: 7031Kb
Install support: Install and Uninstall
Program language: English
What is new:
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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.
Download WebCab Portfolio (J2SE Edition) v4.2
Order WebCab Portfolio (J2SE Edition) v4.2
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Description of WebCab Portfolio (J2SE Edition) v4.2
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. |
