WebCab Portfolio for .NET

Details

• Downloads: 63
• Publisher: WebCab Components
• Release Date: 2004-09-26
• License: Demo
• Price: $179
• Operating System: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003
• Version: 4.2
• Size: 2617 kb

Publisher

WebCab Components

Website

http://www.webcabcomponents.com

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.

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Keywords

• markowitz
• theory
• capital
• asset
• pricing
• model
• capm
• optimal
• portfolio
• performance
• interpolation
• efficient
• frontier
• market
• portfoli

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