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WebCab Portfolio (J2EE Edition) v. 5.0 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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.... [read more] [download now] | | | add to my programs | add to my alerts | suggest to a friend | report error | request review
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