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Bob Taylor

MathWorks

Attivo dal 2016

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Inviato

Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.

oltre 7 anni fa | 1 download |

Inviato

Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.

oltre 7 anni fa | 4 download |

Inviato

Using MATLAB to Develop Macroeconomic Models
Analyze a stylized version of the Smets-Wouters model for the United States economy.

oltre 7 anni fa | 18 download |

Inviato

Using MATLAB to Develop Asset-Pricing Models
Scripts to build and test Fama & French three-factor model.

oltre 7 anni fa | 5 download |

Inviato

Using MATLAB to Develop Portfolio Optimization Models
Scripts to create time-evolving efficient frontiers and to backtest results.

oltre 7 anni fa | 6 download |