| Released: | 2004-09-26 |
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| License Type: | Demo |
| Platform: | Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2 |
| Requirements: | Any J2EE Compliant Application server. |
| Product homepage: | http://www.webcabcomponents.com/ejb/portfolio/index.shtml |
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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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Keywords: Markowitz Theory, Capital asset, pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market, Portfolio |
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