WebCab Portfolio (J2EE Edition) 4.2
WEBCAB PORTFOLIO (J2EE EDITION) SNAPSHOT
Markowitz Theory and CAPM: Optimal portfolio
Windows 95/98/Me/NT/2000/XPPlatform :
USD $249Price :
14.51 MBFile Size :

Popularity :
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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.