Download WebCab Portfolio (J2EE Edition) for Windows 7 - Markowitz Theory and CAPM: Optimal portfolio

WebCab Portfolio (J2EE Edition) 5.0

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

Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.

Publisher review for WebCab Portfolio (J2EE Edition) 5.0:

Review by: WebCab Components
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.
Requirements:
Any J2EE Compliant Application server.

Operating system:
Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X

Release notes:
Minor Update

WebCab Portfolio (J2EE Edition) screenshots:

WebCab Portfolio (J2EE Edition) download tags:

Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML

Copyright information: