WebCab Portfolio for .NET 4.2

Developer:
License:
Demo
Price:
OS:
Windows95/98/ME/NT4.x/2000/XP/2003
Size:
2.56 MB
Last Update:
2004-09-26
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WebCab Portfolio for .NET description
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.




Rating:
Good
Rated by:
20 users