WebCab Portfolio 4.2 review
DownloadWebCab Portfolio apply Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/wi


WebCab Portfolio apply 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.
Here are some key features of "WebCab Portfolio":
Markowitz Model  Construct optimally diversified portfolios.
Efficient Frontier  Construct the Efficient Frontier with or without constraints on the asset weights.
Utility Function  Discover and set the investors utility function.
Optimal Portfolio  Select the optimal portfolio or set of portfolios by providing the expected return desired, the maximum risk or the investors utility function.
Capital Asset Pricing Model (CAPM)  Construct optimally diversified portfolios with can hold or borrow cash.
Efficient Frontier  Construct the Efficient Frontier with or without constraints on the asset weights.
Market Portfolio  Find the Market Portfolio which offer the greater expected return per unit of risk.
Capital Market Line (CML)  Construct the CML with contains the optimal portfolio with respect to the CAPM.
Selecting Optimal Portfolio  Select the optimal portfolio by given expected return, risk or the Market Portfolio weighting.
Analysis of Optimal Portfolio  Evaluate the risk, expected return or Market Portfolio weighting of the optimal portfolio whenever one of these three properties is known.
Auxiliary Classes
Interpolation  Cubic spline and general polynomial interpolation procedures to assist in the study and manipulation of curves such as the Efficient Frontier which are evaluated at a finite number of points.
SolveFrontier  Solve the Efficient Frontier with respect to the risk, return, or the investors utility function which may be given as a function of the risk or the expected return.
TwoAssetPortfolio  Evaluate of the optimal weighting of a portfolio with two assets. This functionality can be used to analyze the effect of a single purchase or sale from an arbitrary portfolio
AssetParameters  Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance, ARCH model for expected price.
MaxRange  Evaluates the maximum range of the values of the expected return for which Efficient Frontier should be considered when the historical data set does is not consistent within the assumptions of Markowitz Theory and CAPM.
Performance Evaluation  Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).
GUI Bundle  we bundle a suite of graphical user interface JavaBean components allowing the developer to plugin a wide range of GUI functionality (including charts/graphs) into their client applications.
JDBC Mediator  A J2SE Component which mediates between a J2SE component, its J2SE Clients and the Database server. The JDBC Mediator J2SE classes are a convenient way of enhancing all financial and mathematical specific methods with JDBCbased functionality. Check the jdbc subpackage of every J2SE class for JavaDocs documentation.
Web Application Example  A Java WAR file which contains a JSP example that makes use of the functionality provided by our J2SE Component.
Synthetic JDBC  The JDBC functionality provided by the Web Application example included within this package. This Web Application is an example of how to make a JSP client using our J2SE Component while manually implementing the JDBC code. The JSP Application applies J2SE methods to certain rows from the database and lists the output in HTML format.
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