WebCab Portfolio for .NET 4.2
Apply 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.


| Price: | Free/Com. FREE | Hits: | 84 |
| File Size: | Platforms: | Linux Windows | |
| Ratings: | Last Updated: | 2006-06-19 |
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