The software applies Markowitz theory and CAPM to create an optimal portfolio with or without asset weight constraints based on risk, return or investors utility function, along with performance evaluation, interpolation, and analysis of efficient frontier and CML.
This software program provides the ability to apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct optimal portfolios. The program can be used with or without weight constraints, depending on the user's preferences.
The Markowitz Theory feature allows users to specify risk, return, or investor utility function. The CAPM feature allows users to input risk, return, or Market Portfolio weighting. This allows for customization based on the user's unique investment goals and preferences.
In addition to these features, the program offers extensive auxiliary classes and methods, including equation solve and interpolation procedures. This feature can help users to make informed decisions when analyzing efficient frontier, market portfolio, and CML.
Overall, this software provides an efficient and comprehensive approach to portfolio analysis and evaluation. Its flexibility and extensive features make it a valuable tool for investors and financial professionals alike.
The Markowitz Theory feature allows users to specify risk, return, or investor utility function. The CAPM feature allows users to input risk, return, or Market Portfolio weighting. This allows for customization based on the user's unique investment goals and preferences.
In addition to these features, the program offers extensive auxiliary classes and methods, including equation solve and interpolation procedures. This feature can help users to make informed decisions when analyzing efficient frontier, market portfolio, and CML.
Overall, this software provides an efficient and comprehensive approach to portfolio analysis and evaluation. Its flexibility and extensive features make it a valuable tool for investors and financial professionals alike.
What's New
Version 4.2: N/A