Number of Effective Bets Codes

Version 1.0.0.0 (8,7 ko) par Karabo Lekwana
These codes are all created for my Honours Project in Advanced Matematics of Finance.
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Mise à jour 27 nov. 2017

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The codes are used to calculate the diversification of an investment portfolio using the number of effective bets diversification measure. Three portfolios are also constructed and take n through time using South African assets as represented by the appropriate indexes.

Citation pour cette source

Karabo Lekwana (2024). Number of Effective Bets Codes (https://www.mathworks.com/matlabcentral/fileexchange/65207-number-of-effective-bets-codes), MATLAB Central File Exchange. Récupéré le .

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Créé avec R2016b
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Inspiré par : Managing Diversification

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Honours Project Codes/

Version Publié le Notes de version
1.0.0.0