Analyzing Investment Strategies with CVaR Portfolio Optimization

Versione 1.2.0.1 (687 KB) da Bob Taylor
Scripts and data to demonstrate the new PortfolioCVaR 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 "Analyzing Investment Strategies with CVaR Portfolio Optimization in MATLAB." The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.

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Bob Taylor (2024). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://www.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. Recuperato .

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Creato con R2012b
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Versione Pubblicato Note della release
1.2.0.1

Updated license
1.2.0.0

Final corrections.
1.0.0.0