Short 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.
Power Rank:
Program: WebCab Portfolio (J2SE Edition) 4.2 Version: 4.2 Size: 6.87 MB License: Demo Operating Systems: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS/400, OS/2, Mac OS X Price: $199 [ Buy Now ] Last update: 2004-09-26 Publisher:WebCab Components Languages: Status: Minor Update Category:Investment Tools System Requirements: Any Java 2 compliant virtual machine.
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