WebCab Portfolio for .NET
| Version: | 4.2 |
| License: | Demo, $179.00 |
| OS: | Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003 |
| Filesize: | 2.56 MB |
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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