Cml Business Software

WebCab Portfolio (J2EE Edition)

WebCab Components

Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.

markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml

WebCab Portfolio (J2SE Edition)

WebCab Components

Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.

markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier market portfolio cml

WebCab Portfolio for .NET

WebCab Components

.NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.

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