Publisher review: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
Using MATLAB to Develop Portfolio Optimization Mod script details 
