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. Also includes Performance Evaluation,
extensive auxiliary classes/methods including equation
solve and interpolation procedures, analysis of
Efficient Frontier, Market Portfolio and CML.

Download (7031 KB) Website Link to this page