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WebCab Portfolio for .NET

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Categories: Miscellaneous

Author: WebCab Components

Latest version: 5.0
Added 2005-04-04Updated 2006-12-05

.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:
- 3-in-1, .NET, COM, and XML Web services: three DLLs, three API docs, three sets of client examples all in one product.
- ADO Mediator: the ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of WebCab's .NET components with the ADO.NET database connectivity model.
- Compatible Containers: Visual Studio 6, VS.NET, Office, C++Builder, Delphi.

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