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, and analysis of Efficient Frontier, Market Portfolio and CML.
|License||Free to try|
|File Size||7.59 MB|
|Operating System||Windows Windows 2000 Windows 2003 Windows XP Windows NT Windows 98 Windows 95|
|System Requirements||JRE v1.3.1 (or higher)|