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WebCab Portfolio (J2EE Edition) 4.2
Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
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Review 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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Tags: Markowitz | Theory | Capital | Asset | Pricing |
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(PortfolioJ2EEDemo.jar - 14.51 MB)
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