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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.

Given one or more connection strings to SQL Server 2000 or 2005 databases, SqlSpec will generate documentation about all the tables, views, stored procedures, triggers, indexes, constraints, and user defined functions in your database.

VisualPaseo is a free add-on for Visual Studio : model your xml scripts graphically, using 35 .Net components (incl. current constraints between steps, implicit variables, intuitive configuration, recovery mode) & use them directly in VS (Paseo SDK)

.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.

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.

.NET connected dataset for data-aware components like DataGrid, which is intented for Oracle database. Allow automatically lock, refresh editing record, check integrity constraints, support server generated values. Based on ODP.NET.

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.

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.

3-in-1: .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. Incl. Perform Eval, Interp.