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ID: 24182, WebCab Portfolio (J2SE Edition)
Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
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For JBuilder, Version 6.0
to 13.0
8 downloads
Copyright: All rights reserved
Size: 7,679,801 bytes
Updated on Mon, 30 Oct 2006 07:17:10 GMT
Originally uploaded on Mon, 30 Oct 2006 07:17:10 GMT
SHA1 Hash: 1D6A2863CBDD0861E216D599D16F2590117D1E68
MD5 Hash: E0B8080B727D5F14A2694E745C22706F
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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.
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