Using MATLAB to Develop Portfolio Optimization Models

Version 1.0.0.1 (196 ko) par Bob Taylor
Scripts to create time-evolving efficient frontiers and to backtest results.
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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 Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it.

Citation pour cette source

Bob Taylor (2025). Using MATLAB to Develop Portfolio Optimization Models (https://fr.mathworks.com/matlabcentral/fileexchange/8591-using-matlab-to-develop-portfolio-optimization-models), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R14SP2
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
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En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et MATLAB Answers
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