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.
Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfoli
Win95,Win98,WinME,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,AS/400,OS/2
14859 K
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