Using MATLAB to Optimize Portfolios with Financial Toolbox

Version 1.0.0.1 (118 ko) par Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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Mise à jour 1 sept. 2016

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A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Optimize Portfolios with Financial Toolbox." The scripts demonstrate features of the Portfolio object and follows with case studies that demonstrate how to customize the tools for different tasks, including Sharpe/information ratio optimization and 130/30 portfolios. A readme.txt. file in the .zip folder describes how to use the scripts.

Citation pour cette source

Bob Taylor (2024). Using MATLAB to Optimize Portfolios with Financial Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31290-using-matlab-to-optimize-portfolios-with-financial-toolbox), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2011a
Compatible avec toutes les versions
Plateformes compatibles
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portfoliodemo/

portfoliodemo/@PortfolioDemo/

Version Publié le Notes de version
1.0.0.1

Updated license
1.0.0.0