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WebCab Portfolio (J2EE Edition) will apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the o
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OS Support: Linux, Mac, Windows 2000/2003/9x/XP
Publisher: WebCab Components
License: Commercial Demo; $249.00 to buy
Limitations: Yes
SkinSupport:
Uninstaller:
Downloads: 983
Homepage: http://www.webcabcomponents.com/ejb/portfolio
  
Screenshot: No Screenshot
Date added: Oct 07, 2005
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WebCab Portfolio (J2EE Edition) will 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.

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