WebCab Portfolio (J2SE Edition)

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.
LicenseFree to try
File Size7.59 MB
Operating System Windows Windows 2000 Windows 2003 Windows XP Windows NT Windows 98 Windows 95
System RequirementsJRE v1.3.1 (or higher)