Using MATLAB to Optimize Portfolios with Financial Toolbox

Versione 1.0.0.1 (118 KB) da Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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Aggiornato 1 set 2016

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A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Optimize Portfolios with Financial Toolbox." The scripts demonstrate features of the Portfolio object and follows with case studies that demonstrate how to customize the tools for different tasks, including Sharpe/information ratio optimization and 130/30 portfolios. A readme.txt. file in the .zip folder describes how to use the scripts.

Cita come

Bob Taylor (2024). Using MATLAB to Optimize Portfolios with Financial Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31290-using-matlab-to-optimize-portfolios-with-financial-toolbox), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2011a
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portfoliodemo/

portfoliodemo/@PortfolioDemo/

Versione Pubblicato Note della release
1.0.0.1

Updated license
1.0.0.0