This product also has the following technology aspects:ģ-in-1. Performance Evaluation - Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio). MaxRange - Maximum range of the constrained Efficient FrontierĪssetParameters - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance. SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function. Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study of the Efficient Frontier Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. Publisher review for WebCab Portfolio for Delphi 5.0:ģ-in-1: Delphi, COM and XML Web service implementation of 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.
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