Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
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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.
Cita come
Bob Taylor (2026). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://it.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. Recuperato .
Categorie
Scopri di più su Portfolio Optimization and Asset Allocation in Help Center e MATLAB Answers
Informazioni generali
- Versione 1.2.0.1 (687 KB)
Compatibilità della release di MATLAB
- Compatibile con qualsiasi release
Compatibilità della piattaforma
- Windows
- macOS
- Linux
