应用马科维茨理论和资本资产定价模型(CAPM)来分析,并给予风险构建最优投资组合/资产没有重量的限制相对于马科维茨理论,回报或投资效用函数;或者通过给定的风险,收益和市场组合的权重对于资本资产定价模型。 。此外,还包括绩效评估,插补程序,有效前沿,市场组合和CML的分析 要求: JRE V1.3.1(或更高版本) 限制: ...
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最近浏览的软件
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