Delphi add-in Component and XML Web service implementation offering the application of 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.
Related Search For WebCab Portfolio for Delphi
Publisher: WebCab Components
| Date added: 2007-07-21 |
Rating:  |
Downloads: 7669 |
| File size: 2.74MB |
| Language: English |
| License: Demo |
| Price: $179 |
| Limitations: Uses |
|
Hottest Search
|
| OS: Win98, ME, NT 4.x, 2000, XP |
| Requirements: Borland Delphi for .NET |
|
|
|
|
