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WebCab Portfolio for .NET

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WebCab Portfolio for .NET

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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.
Platform(s): Windows
Date: Sep, 26 2004
Author: Ben Fairfax, http://www.webcabcomponents.com/dotNET/dotnet/portfolio/index.shtml
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  • License #1
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    • price: Free
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