License Type:
Demo
Cost:
US$ 179.00
Version No. :
4.2
File Size:
4.66 MB
OS / Platform:
Windows 2000,
Windows 2003,
Windows 98,
Windows NT,
Windows XP,
Requirement:
PentiumII 500Mhz Processor, 64MB RAM, Borland Delphi, .NET Framework v1.0
Site Language:
English
Editors Note
Based on the Markowitz theory and CAPM you can construct your own optimal portfolio and analyze it using this program. You can define optimal portfolio with or without asset weight constraints using the return, investors, and risk utility function. Extensive auxiliary classes, performance evaluation, capital market line, interpolation procedures, market portfolio are the added features.
Based on the Markowitz theory and CAPM you can construct your own optimal portfolio and analyze it using this program. You can define optimal portfolio with or without asset weight constraints using the return, investors, and risk utility function. Extensive auxiliary classes, performance evaluation, capital market line, interpolation procedures, market portfolio are the added features.
