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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.
Keywords: Markowitz Theory, Capital asset pricing model, CAPM, Optimal portfolio, Performance interpolation, Efficient Frontier, Market Portfolio, CML
Recent Changes: Not Established
Install Support: Install and Uninstall
Supported Languages: English
Additional Requirements: Any Java 2 compliant virtual machine.
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