WebCab Portfolio (J2EE Edition) 4.2
WebCab Portfolio (J2EE Edition) - 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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