WebCab Portfolio (J2SE Edition) 4.2 - Apply the Markowitz Theory and CAPM to construct the optimal portfolio.

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Business / Stock And Portfolio Tools

WebCab Portfolio (J2SE Edition) 4.2

Data Added: October 05, 2004

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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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

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