WebCab Portfolio (J2SE Edition) 5.0

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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.
Type : Demo ($199.00) » EULA
OS Support : Windows All
Date stamp / Size : Dec, 6. 2006 / 7031 kBytes
Asked : Any Java 2 compliant virtual machine.
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Update history of WebCab Portfolio (J2SE Edition)
v5.0 (July, 1. 2009)
Minor Update
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