WebCab Portfolio (J2SE Edition)

WebCab Portfolio J2SE 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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML....
WebCab Components :: Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML :: WebCab Portfolio (J2SE Edition)