Category: System Utilities >> Other Delphi add-in Component and XML Web service implementation offering the application of 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, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. Type: Shareware Cost: $179 Operating systems: Win95,Win98,WinME,WinXP,Windows2000 Author: WebCab Portfolio for Software Release date: 06/25/2007 Screenshot: 
File size: 5808 Kb |