WebCab Portfolio for .NET
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: $179.0 USD Category: Business & Finance Added: Sep 29th 2010 Publisher: WebCab Components Limited Homepage: http://www.webcabcomponents.com/
