Analyzing Investment Strategies with CVaR Portfolio Optimization

Version 1.2.0.1 (687 ko) par Bob Taylor
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
4.5
(8)
2,8K téléchargements
Mise à jour 1 sept. 2016

Afficher la licence

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 .

Compatibilité avec les versions de MATLAB
Créé avec R2012b
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et MATLAB Answers

Community Treasure Hunt

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

Start Hunting!

source/

Version Publié le Notes de version
1.2.0.1

Updated license
1.2.0.0

Final corrections.
1.0.0.0