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Delphi Component implementing the Markowitz Theory and CAPM.
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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.
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Buy ($179) / Download (2.7 MB)
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portfolio, theory, markowitz, CAPM, Delphi, .NET, risk, return, Efficient, frontier, Indifference, curves, performance, measures
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Avg. User Rating |
Overall |
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1%
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-
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1%
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| 47 / 4 (total / last month) |
| 26-09-2004 |
| English |
| Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003 |
| Borland Delphi for .NET |
| Install and Uninstall |
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