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Java FTP Component
Java Secure FTP, FTP, SSL, SSH
Java SSH, Java Telnet
Java Server Faces, JSF, AJAX
Managed File Transfer, JSCAPE Secure FTP Server, Linux FTP Server, Solaris FTP Server
SSH .NET
FTP .NET, FTPS .NET
Java FTP
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| Applications / Finance / WebCab Portfolio (J2EE Edition) |
Apply the Markowitz 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.
Product Details:
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 with 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:
- GUI Bundle - we bundle a suite of graphical user interface
JavaBean components (with 1, 2, 4 or site-wide license) allowing the
developer to plug-in a wide range of GUI functionality (including
charts/graphs) into their client applications
- EAR Files - we provide individual customized EAR files for
the most widely used application servers including IBM WebSphere 4.0/5.0,
BEA WebLogic 6.1/7.0, Oracle 9iAS, Sun ONE AppServer 7, Ironflare Orion
1.5.2/1.6.0, Borland AppServer 5.0, Sybase EAServer 3.6 and JBoss 2.4.4/3.0.0
- Self-Deploy - the relevant servers EAR file will be self-deployed
onto supported local application servers during the installation of the
self-install package. The supported application servers include IBM WebSphere
4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Borland AppServer 5.0, Ironflare
Orion 1.5.2/1.6.0 and JBoss 2.4.4/3.0.0
- UML Models - to assist system architects we provide UML
diagrams of this component
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| Sponsored Links - please visit our sponsors |
| Java FTP Component | | Easily add FTP to your Java apps. | | http://www.jscape.com/inetfactory/ftp.html |
| Java SMTP Component | | Easily add SMTP to your Java apps | | http://www.jscape.com/inetfactory/smtp.html |
| SSH Factory | | automate telnet and SSH tasks | | http://www.jscape.com/sshfactory/ |
| FTP Applet | | Add file transfer capabilities to your web pages. | | http://www.jscape.com/ftpapplet/index.html |
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