Software Screenshot:
Software Details:
Version: 5.0
Upload Date: 11 Jul 15
Developer: WebCab Components
Distribution Type: Shareware
Price: 179.00 $
Downloads: 6
Size: 5736 Kb
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.
Requirements:
.NET Framework v1.0 (or higher)
Limitations:
50-use trial
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