このページは既にアーカイブ化され、その後の更新はありません。

この製品の販売は終了しました。

WebCab Portfolio (J2SE Edition)

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.

WebCab 社の製品
2004 年より日本国内にてComponentSourceで販売中。

WebCab Portfolio (J2SE Edition)

WebCab Portfolio also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

This suite includes the following features:

  • 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...
Developer License One software license is required per machine。 Site Wide License: Allows Unlimited Developers at a single physical address。 Run-time royalty free。
WebCab

WebCab社の商品の取り扱いは終了いたしました。代わりに、同社のWebサイトをご利用ください。

コンポーネントのタイプ
  • Java Servlet
  • Java Class