WebCab Portfolio for Delphi
by WebCab Components

  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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portfolio, theory, markowitz, capm, delphi, .net, c#, risk, return, efficient, frontier, indifference, curves, performance, measures, ...