Using MATLAB to Develop Portfolio Optimization Mod Matlab script

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  • Version:
  • File size: 0 KB
  • File name: BCS.zip
  • Last update:
  • Platform: Windows / Linux / Mac OS / BSD / Solaris
  • Language: Matlab
  • Price:Freeware
  • Company: Bob Taylor (View more)

Using MATLAB to Develop Portfolio Optimization Mod script description:




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Using MATLAB to Develop Portfolio Optimization Models - Scripts to create time-evolving efficient frontiers and to backtest results. 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. Requirements: · MATLAB Release: R14SP2 · Financial Toolbox · Optimization Toolbox
Using MATLAB to Develop Portfolio Optimization Mod is a Matlab script for Earth Sciences scripts design by Bob Taylor. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Using MATLAB to Develop Portfolio Optimization Models - Scripts to create time-evolving efficient frontiers and to backtest results.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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