Interactive Efficient Frontier Viewer

Efficient Frontier Viewer using nested functions
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Mise à jour 15 mai 2006

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Demonstrates the use of MATLAB's nested functions to create graphical tools with little coding. This example creates an efficient frontier from supplied data (or generates random returns if no inputs are supplied) and then allows the user to move a crosshair along the efficient frontier to view the weights for the selected portfolio.

This example is similar in functionality to "Efficient Frontier GUI" but the code is less intimidating for new users. It invokes the "portopt" function from MATLAB's Financial Toolbox to create the efficient frontier.

Citation pour cette source

Paul Taylor (2024). Interactive Efficient Frontier Viewer (, MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2006a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et MATLAB Answers

Inspiré par : Efficient Frontier GUI

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Version Publié le Notes de version

Improved description of application.