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Markowitz Theory and CAPM: Optimal portfolio
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, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. Platforms: Windows XP , Windows2000 , Windows 95 , Windows 98 , Windows Millennium , Windows NT 4.x System requirements: Any Java 2 compliant virtual machine. Price: $199.00
Tags: Markowitz Theory, Capital Asset Pricing Model, Capm, Optimal Portfolio, Performance Interpolation, Efficient Frontier, Market Portfolio, Cml More Software from WebCab: More Similar Software
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