WebCab Portfolio for .NET 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.
WebCab Portfolio for .NET Info
WebCab ComponentsPublisher:
4.2Version:
Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003OS :
2.56 MBFile Size:
$179 DemoPrice:
September 26, 2004Date Added :