Click to view full-size
screenshot

WebCab Portfolio (J2EE Edition) 4.2

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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

Category: Business > Investment Tools
Publisher: WebCab Components
Release date: 26th September 2004
License: Demo , $249.00 to buy.
Supported OS: Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2
Requirements: Any J2EE Compliant Application server.
Size: 14.51MB
Download: [download WebCab Portfolio (J2EE Edition)]