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WebCab Portfolio (J2SE Edition)
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML. markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient market
WebCab Portfolio (J2EE Edition)
WebCab Portfolio for .NET
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