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Version : 4.2 Size: 7031 Price : 199 Downloads : 1243 OS : Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Wind Contact : webcab@gmail.com Publisher: WebCab Components  Download Now Buy Now |
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| Publisher's 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. Related program search keywords :Markowitz Theory, Capital asset pricing model, CAPM, Optimal portfolio, Performa |
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