WebCab Portfolio (J2SE Editio download

"Apply Markowitz Theory and CAPM to construct the optimal portfolio."
indir.biz Editor: Markowitz Theory and Capital Asset Pricing Model (CAPM) Apply the optimal portfolio structure analysis with / without asset weight constraints related to Markowitz Theory by giving the risk, return or investors or CAPM by the auxiliary function in terms of risk return or Market Portfolio weights are given. In addition, Performance Evaluation, extensive auxiliary classes / equations to solve and interpolation procedures, Efficient Borders, Market Portfolio and CML includes methods such as analysis.
Features:
Markowitz Model-Construct diversified optimal portfolios.
Efficient Frontier Efficient on-Construct asset weight without boundaries or limitations.
Function-recognition and help functions to help investors set.
Select the optimal portfolio is expected to return to the optimal portfolio or the portfolio you want to set the maximum risk or the investors helping function.
Capital Asset Pricing Model (CAPM) can hold or cash-Construct optimally diversified portfolios with a loan.
Efficient Frontier-Construct Efficient Without Borders or the presence of weight restrictions.
market portfolio, the more risk-Market Portfolio per unit is expected to return. offer
Capital Market Line (CML)-based CAPM Construct found with the most appropriate portfolio includes KML.
Select the optimal portfolio choice given the expected return, risk or Sunday optimal portfolio by portfolio weighting.
Optimal Portfolio Analysis-evaluate risk, expected return or the optimal portfolio with each of these three properties known market portfolio weight.
Supporting classes
Interpolation
SolveFrontier
TwoAssetPortfolio
AssetParameters
MaxRange
Performance Evaluation
also the following features:
GUI Bundle
This product contains JDBC intermediary
Web Application Example
Synthetic JDBC you WebCab Portfolio (J2SE Edition) 4.2 Now you can download free.