Using MATLAB to Develop Portfolio Optimization Models

Versione 1.0.0.1 (196 KB) da Bob Taylor
Scripts to create time-evolving efficient frontiers and to backtest results.
4.7
(7)
17,6K download
Aggiornato 1 set 2016

Visualizza la licenza

A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it.

Cita come

Bob Taylor (2026). Using MATLAB to Develop Portfolio Optimization Models (https://it.mathworks.com/matlabcentral/fileexchange/8591-using-matlab-to-develop-portfolio-optimization-models), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R14SP2
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Portfolio Optimization and Asset Allocation in Help Center e MATLAB Answers
Tag Aggiungi tag
Apri in una nuova scheda
Versione Pubblicato Note della release
1.0.0.1

Updated license
1.0.0.0

Updating files.
...