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WebCab Portfolio (J2EE Edition) 4.2

Apply the Markowitz Theory and CAPM to construct the optimal portfolio.

Developer:
WebCab Components
License:
Demo
OS:
Windows 98 / ME / 2000 / XP / 2003 / Unix / Linux / Mac OS X / Mac OS Other
Requirements:
Any J2EE Compliant Application server.
Price:
$249.00
Price is subject to change at any time by the company
Date added:
2/14/2007
Last Update:
2/1/2005
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Download free trial ( Free Trial | 14.51 MB ) Purchase full license ( Full Version | $249.00 / €167.48 )
WebCab Portfolio (J2EE Edition) 4.2 Publisher's description
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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