WebCab Portfolio (J2SE Edition) 4.2
| Released: | 2004-09-26 |
| License: | $199.00 |
| Publisher: | WebCab Components |
| Language: | English |
| Platform: | Windows, Linux, MAC |
| Requirements: | Any Java 2 compliant virtual machine. |
| Install: | Install and Uninstall |
| Downloads: | 239 |
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Publisher's Description:
WebCab Portfolio (J2SE Edition) - 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.
List of Changes:
Version 4.2 from 2004-09-26
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