WebCab Portfolio (J2SE Edition)

Apply 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.

Platform Windows NT/2000

Operating Systems Windows NT/2000,Windows XP

Date added 30 Sep 2004

Last Updated 24 Jan 2011

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WebCab Components Limited

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