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Software details
- Price: $179 USD
- Added: Apr 28th 2010
- Publisher: WebCab Components Limited
- Homepage: http://www.webcabcomponents.com/
- Category: Business & Finance
WebCab Portfolio for Delphi
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.