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3in1: Delphi, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Incl. Perform Eval.




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WebCab Portfolio for Delphi Related Software   WebCab Portfolio (J2SE Edition) 4.
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 Portfolio for .NET 4.2
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 Portfolio (J2EE Edition) 5.0
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 Portfolio (J2SE Edition) 5.0
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 Portfolio for .NET 4.2
.NET, COM and XML Web service implementation of 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.
Utility Functionality included:
Interpolation  Cubic spline and general polynomial interpolation procedures to assist in the study of the Efficient Frontier
SolveFrontier  Solve the Efficient Frontier with respect to the risk, return, or the investors utility function.
MaxRange  Maximum range of the constrained Efficient Frontier
AssetParameters  Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance.
Performance Evaluation  Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).
This product also has the following technology aspects:
3in1: .NET, COM, and XML Web services  Three DLLs, Three API Docs, Three Sets of Client Example all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
Extensive Client Examples  Multiple client examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
ADO Mediator  The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
Compatible Containers  Visual Studio 6, Visual Studio .NET, Borland's C++ Builder, Borland Delphi 3  2005, Office 97/2000/XP/2003
ASP.NET Web Application Examples
ASP.NET Examples with Synthetic ADO.NET
 Expert Investor 5.2
The classical MarkowitzSharpe optimization model for investment portfolios finally gets applicable in practice
 SmartFolio 3.0.68
SmartFolio is extremely powerful asset allocation software aimed at all types of quantitatively oriented investors and investment professionals



