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Wir empfehlen uns: WebCab Portfolio (J2SE Edition) 4.2
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CAPM Capital Asset Pricing Model (MEGA) 3.0 durch kuducroc.com/1/CAPMCapitalAssetPricingModel/
2008-08-14
CAPM Capital Asset Pricing Model Software Strategy Framework Model, Strategic Management, MBA models and frameworks, business
Capital Asset Pricing Model (MEGA) 3.0 durch kuducroc.com/1/CapitalAssetPricingModel/
2008-08-14
Capital Asset Pricing Model Software Strategy Framework Model, Strategic Management, MBA models and frameworks, business
CAPM Capital Asset Pricing Model (MBA) 3.0 durch sqaki.com/9/CAPMCapitalAssetPricingModel/
2008-08-21
CAPM Capital Asset Pricing Model Software Strategy Framework Model, Strategic Management, MBA models and frameworks, business
Capital Asset Pricing Model (MBA) 3.0 durch sqaki.com/9/CapitalAssetPricingModel/
2008-08-21
Capital Asset Pricing Model Software Strategy Framework Model, Strategic Management, MBA models and frameworks, business
WebCab Portfolio (J2SE Edition) 4.2 durch WebCab Components
2005-10-27
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
WebCab Portfolio for .NET 4.2 durch WebCab Components
2005-10-27
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
WebCab Portfolio (J2EE Edition) 4.2 durch WebCab Components
2005-10-27
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
WebCab Portfolio for .NET 4.2 durch WebCab Components
2006-08-02
.NET, 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.
WebCab Portfolio (J2SE Edition) 4.2 durch WebCab Components
2006-08-02
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.