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

Publisher:	WebCab Components
Downloads:	800
Software Type:	Demo, 249.00
File Size:	14.51M
OS:	Windows All
Update Date:	08 June, 2010

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.