WebCab Portfolio for .NET

Apply 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.
LicenseFree to try
File Size5.6 MB
Operating System Windows 95 Windows 2000 Windows Windows NT Windows XP Windows 2003 Windows 98
System Requirements.NET Framework v1.0 (or higher)