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Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
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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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Buy ($249) / Download (14.5 MB)
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Markowitz, Theory, Capital, asset, pricing, model, CAPM, Optimal, portfolio, Performance, interpolation, Efficient, Frontier, Market, Portfolio, CML
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Avg. User Rating |
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1%
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| 320 / 2 (total / last month) |
| 26-09-2004 |
| English |
| Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, AS/400, OS/2, Mac OS X |
| Any J2EE Compliant Application server. |
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