Using MATLAB to Develop Portfolio Optimization Models

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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.
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2006-12-25 16:59:00 上传

Using MATLAB to Develop Portfolio Optimization Models
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关键词：Optimization Portfolio Portfoli Develop MATLAB MATLAB Using Optimization Portfolio Develop