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Category: System Utilities >> Other

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.

Type: Shareware     Cost: $179

Operating systems: Win95,Win98,WinME,WinXP,Windows2000

Author: WebCab Portfolio for Software     Release date: 06/25/2007

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File size: 6225 Kb


 


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