|
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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. |
|
Release Date:
Software Version:
Program Size:
Price:
Platform:
Download Link: |
9/26/2004
4.2
14.51 MB
249
Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2,Mac OS X
Download
Software |