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WebCab Portfolio (J2SE Edition)
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Hits: 24
WebCab Portfolio (J2SE Edition)
 0.0 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.
Platform(s): Linux, Windows
Date: Sep, 26 2004
Author: Ben Fairfax, http://www.webcabcomponents.com/Java/api/portfolio/index.shtml
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price: Free |
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