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    WebCab Portfolio for .NET

    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.
    tags: portfolio managing, portfolio planning, management system, financial economics, portfolio manager

    Platform(s): Windows
    Date: Sep, 26 2004
    DETAIL

    WebCab Portfolio (J2SE Edition)

    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.
    tags: portfolio managing, portfolio planning, management system, financial economics, portfolio manager

    Platform(s): Linux, Windows
    Date: Sep, 26 2004
    DETAIL

    WebCab Portfolio (J2EE Edition)

    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.
    tags: portfolio managing, portfolio planning, management system, financial economics, portfolio manager

    Platform(s): Linux, Windows
    Date: Sep, 26 2004
    DETAIL
    amount: 3 ; displaying: 1 - 3
    pages: 1

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