Software Screenshot:
Software Details:
Version: 5.0
Upload Date: 11 Jul 15
Developer: WebCab Components
Distribution Type: Shareware
Price: 199.00 $
Downloads: 37
Size: 7771 Kb
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, interpolation procedures, and analysis of Efficient Frontier, Market Portfolio and CML.
Requirements:
JRE v1.3.1 (or higher)
Limitations:
50-use trial
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