Analyzing Investment Strategies with CVaR Portfolio Optimization
A .zip file contains a series of scripts that were used in the MathWorks webinar "Analyzing Investment Strategies with CVaR Portfolio Optimization in MATLAB." The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.
Citation pour cette source
Bob Taylor (2024). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://www.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. Récupéré le .
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Version | Publié le | Notes de version | |
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1.2.0.1 | Updated license |
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1.2.0.0 | Final corrections. |
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1.0.0.0 |