Community Profile

photo

Calum Crichton


Active since 2016

Statistics

  • Thankful Level 1

View badges

Content Feed

View by

Question


How do I find the global minimum variance portfolio?
Hi everyone, Just wondered how you find the GMV portfolio? I have used this code http://www.mathworks.com/matlabcentral/filee...

circa 6 anni ago | 1 answer | 0

1

answer

Question


How do I specify variable names in Matlab?
I have a portfolio of 10 stocks on an excel spreadsheet and have the names of the stocks in the first row. I can import this to ...

circa 6 anni ago | 1 answer | 0

1

answer

Question


How do I obtain a variance-covariance matrix?
I am trying to maintain the variance-covariance matrix of a 10 asset portfolio of stocks. The data is represented by a column of...

circa 6 anni ago | 0 answers | 0

0

answers

Question


Can anyone tell me more about the AssetCovar function?
I have a portfolio of 10 stocks. When defining AssetCovar do I need to type AssetCovar=[insert variance-covariance matrix nu...

circa 6 anni ago | 0 answers | 0

0

answers