|
|
|
|
| |
|
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.
|
|
| |
| OS: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS/400, OS/2, Mac OS X |
| System Requirement: Any Java 2 compliant virtual machine. |
|
You can purchase the full license version via Regnow.com.
RegNow.com is our authority payment service provider.
|
| |
|
Keywords: Markowitz Theory, Capital asset pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market Portfolio, CML |
|
|
|