rtfolio (J2SE Download

rtfolio (J2SE Description

"Apply the Markowitz Theory and CAPM to construct the optimal portfolio."

EditByBSEditor: 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.
features:
Markowitz Model-Construct optimally diversified portfolios.
Efficient Frontier-Construct the Efficient Frontier with or without constraints on the asset weights.
Utility Function-Discover and set the investors utility function.
Optimal Portfolio-Select the optimal portfolio or set of portfolios by providing the expected return desired,the maximum risk or the investors utility function.
Capital Asset Pricing Model (CAPM)-Construct optimally diversified portfolios with can hold or borrow cash.
Efficient Frontier-Construct the Efficient Frontier with or without constraints on the asset weights.
Market Portfolio-Find the Market Portfolio which offer the greater expected return per unit of risk.
Capital Market Line (CML)-Construct the CML with contains the optimal portfolio with respect to the CAPM.
Selecting Optimal Portfolio-Select the optimal portfolio by given expected return, risk or the Market Portfolio weighting.
Analysis of Optimal Portfolio-Evaluate the risk, expected return or Market Portfolio weighting of the optimal portfolio whenever one of these three properties is known.
Auxiliary Classes
Interpolation
SolveFrontier
TwoAssetPortfolio
AssetParameters
MaxRange
Performance Evaluation
This product also contains the following features:
GUI Bundle
JDBC Mediator
Web Application Example
Synthetic JDBC you can free download WebCab Portfolio (J2SE Edition) 4.2 now.

rtfolio (J2SE Keywords

e portfolio, rtf edit, j2se

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