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WebCab Portfolio (J2SE Edition) Info |
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WebCab Portfolio (J2SE Edition) 4.2 |
Apply the Markowitz Theory and CAPM to construct the optimal portfolio. |
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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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Operating Systems:
Windows 95, Windows 98, Windows Me, Windows NT, Windows 2000, Windows XP, Windows 2003, Mac OSX, Linux
Language:
English |
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