Interactive Efficient Frontier Viewer

Efficient Frontier Viewer using nested functions
2,5K download
Aggiornato 15 mag 2006

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Demonstrates the use of MATLAB's nested functions to create graphical tools with little coding. This example creates an efficient frontier from supplied data (or generates random returns if no inputs are supplied) and then allows the user to move a crosshair along the efficient frontier to view the weights for the selected portfolio.

This example is similar in functionality to "Efficient Frontier GUI" but the code is less intimidating for new users. It invokes the "portopt" function from MATLAB's Financial Toolbox to create the efficient frontier.

Cita come

Paul Taylor (2024). Interactive Efficient Frontier Viewer (https://www.mathworks.com/matlabcentral/fileexchange/10949-interactive-efficient-frontier-viewer), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2006a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Portfolio Optimization and Asset Allocation in Help Center e MATLAB Answers
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Ispirato da: Efficient Frontier GUI

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Versione Pubblicato Note della release
1.0.0.0

Improved description of application.