WebCab Portfolio (J2SE Edition)Hits: 20
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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): Linux, Windows
Date: Sep, 26 2004 Author: Ben Fairfax, http://www.webcabcomponents.com/Java/api/portfolio/index.shtml {
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