Markowitz Theory and CAPM: Optimal portfolio

WebCab Portfolio (J2SE Edition) 4.2

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WebCab Portfolio (J2SE Edition) 4.2 100% Safe Certified 4 Stars
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.
Home page Buy ($199) / Download (6.9 MB)
Markowitz, Theory, Capital, asset, pricing, model, CAPM, Optimal, portfolio, Performance, interpolation, Efficient, Frontier, Market, Portfolio, CML
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WebCab Portfolio (J2SE Edition) Info
Downloads: 19 / 0 (year / month)
Updated: 14-03-2005 04:39:14 GMT
Released: 26-09-2004 
Language: English 
Platform: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS/400, OS/2, Mac OS X 
Requirements: Any Java 2 compliant virtual machine. 
Install: Install and Uninstall 
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