This suite includes the following features:

This suite includes the following features:

Markowitz Model - Construct optimally diversified portfolios.

• Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
• Utility Function - Discover and set the investors utility function.
• Optimal Portfolio - Select the optimal portfolio or set of portfolios by providing the expected return desired, the maximum risk or the investors utility function.

Capital Asset Pricing Model (CAPM) - Construct optimally diversified portfolios which can hold or borrow cash.

• Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
• Market Portfolio - Find the Market Portfolio which offer the greater expected return per unit of risk.
• Capital Market Line (CML) - Construct the CML with contains the optimal portfolio with respect to the CAPM.
• Selecting Optimal Portfolio - Select the optimal portfolio by given expected return, risk or the Market Portfolio weighting.
• Analysis of Optimal Portfolio - Evaluate the risk, expected return or Market Portfolio weighting of the optimal portfolio whenever one of these three properties is known.

Auxiliary Classes

• Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study and manipulation of curves such as the Efficient Frontier which are evaluated at a finite number of points.
• SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function which may be given as a function of the risk or the expected return.
• TwoAssetPortfolio - Evaluate of the optimal weighting of a portfolio with two assets. This functionality can be used to analyze the effect of a single purchase or sale from an arbitrary portfolio
• AssetParameters- Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance, ARCH model for expected price.
• MaxRange - Evaluates the maximum range of the values of the expected return for which Efficient Frontier should be considered when the historical data set does is not consistent within the assumptions of Markowitz Theory and CAPM.
• Performance Evaluation - Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).

This product also contains the following features:

• 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
• ASP.NET Web Application Examples - An ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service
• ASP.NET Examples with Synthetic ADO.NET - we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a DBMS manner without having to code the C# to SQL database transaction yourself as it is all done by the ASP within the .NET Framework managed server side environment

WebCab Portfolio for .NET Edition Main