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.
|License||Free to try|
|File Size||5.6 MB|
|Operating System||Windows 95 Windows 2000 Windows Windows NT Windows XP Windows 2003 Windows 98|
|System Requirements||.NET Framework v1.0 (or higher)|