Apply the Markowitz and Capital Asset Pricing Model to analyze the construction and qualitative nature of a portfolios risk-return characteristics. Including covariance and correlation, expectation and risk, Efficient frontier, Indifference curves, Capital Market Line, systematic and unsystematic risk, characteristic line, alpha and beta coefficients, security market line and risk adjusted performance measures.

Prices
WebCab Portfolio v4.1 J2EE Edition
Single CPU Server License
 $499
2 CPU Server License
 $654
4 CPU Server License
 $981
Unlimited Site Wide License
 $1,373
Demo License (limited functionality)
 $0
Prices are expressed in US Dollars.
Product Details
This suite includes the following features:

  • Portfolio analysis

    • Markowitz model - Efficient frontier, Indifference curve, Optimal portfolio
    • Capital Market Theory - Equity portfolio, Capital Market Line
    • Characteristic Line - finding the systematic risk
    • Risk adjusted Performance measures - total return, geometric mean return, Sharpes ratio and Treynor's measure

  • Calculation of portfolio parameters

    • General case - calculation of the variance, risk and return for a portfolio with an arbitrary number of assets
    • Two asset portfolio - calculation of the variance, risk and return of the only two assets
    • Optimal diversification of risk for a portfolio with two assets

  • Calculation of a portfolios statistical parameters

    • Single asset - Calculate covariance, variance and expected return of an asset from given parameters or probabilities based on historical rates of return
    • Many assets - Calculated the covariance matrix and expected returns for a collection of assets


This product also contains the following features:

  • GUI Bundle - we bundle a suite of graphical user interface JavaBean components (with 1, 2, 4 or site-wide license) allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications
  • EAR Files - we provide individual customized EAR files for the most widely used application servers including IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Sun ONE AppServer 7, Ironflare Orion 1.5.2/1.6.0, Borland AppServer 5.0, Sybase EAServer 3.6 and JBoss 2.4.4/3.0.0
  • Self-Deploy - the relevant servers EAR file will be self-deployed onto supported local application servers during the installation of the self-install package. The supported application servers include IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Borland AppServer 5.0, Ironflare Orion 1.5.2/1.6.0 and JBoss 2.4.4/3.0.0
  • UML Models - to assist system architects we provide UML diagrams of this component

Prerequisites

  • An Operating System running JavaTM
  • Pentium III® 733 Mhz
  • 256MB RAM
  • A J2EE1.3 (EJB2.0) compatible Application Server

Software requirements:
  • Java2 Enterprise Edition
  • JDK 1.3 or compatible
Compatibility
Operating System for Deployment:
  • Windows XP, 2000, NT
  • Sun Solaris
  • Linux
  • IBM AIX
  • HP-UX

Built Using:

  • JavaTM 2 SDK Standard Edition 1.3.1/1.4.x
  • JavaTM 2 SDK Enterprise Edition 1.3
Application Servers:
  • IBM WebSphere Application Server V4.0/V5.0
  • BEA WebLogic® Server 6.1/7.0
  • Oracle® 9i Application Server
  • Sun ONE AppServer 7
  • Borland Enterprise AppServer 5.0
  • Ironflare Orion Server 1.5.2/1.6.0
  • Sybase EAServer 3.6
  • JBoss 2.4.4/3.0.0
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