Time-weighted portfolio return

What is the best way to set up a time-weighted portfolio return problem? I understand the mathematics, but I'm trying to understand how to save time/effort by using the internal functions and classes in Matlab. For example, can I leverage a Portfolio object or a financial time series to make this easier?

Réponses (0)

Catégories

En savoir plus sur Portfolio Optimization and Asset Allocation dans Centre d'aide et File Exchange

Question posée :

le 31 Déc 2012

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by