Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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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 (2026). Using MATLAB to Optimize Portfolios with Financial Toolbox (https://it.mathworks.com/matlabcentral/fileexchange/31290-using-matlab-to-optimize-portfolios-with-financial-toolbox), MATLAB Central File Exchange. Recuperato .
Categorie
Scopri di più su Portfolio Optimization and Asset Allocation in Help Center e MATLAB Answers
Informazioni generali
- Versione 1.0.0.1 (118 KB)
Compatibilità della release di MATLAB
- Compatibile con qualsiasi release
Compatibilità della piattaforma
- Windows
- macOS
- Linux
