Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling
Versione 1.0.0.0 (12,3 KB) da
Haidar Haidar
This code will plot the efficient frontier with and without short-selling
This code computes and plots the efficient frontier when there is short-selling and when there is no short-selling. Individual securities also appear on the same graph.
Optimisation toolbox is required when short-selling is not required. This can be commented if not needed.
Cita come
Haidar Haidar (2025). Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling (https://it.mathworks.com/matlabcentral/fileexchange/55249-efficient-frontier-portfolio-optimisation-optimization-with-and-without-short-selling), MATLAB Central File Exchange. Recuperato .
Compatibilità della release di MATLAB
Creato con
R2009a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS LinuxCategorie
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| Versione | Pubblicato | Note della release | |
|---|---|---|---|
| 1.0.0.0 |
