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Using MATLAB to Optimize Portfolios with Financial Toolbox

Versión 1.0.0.1 (118 KB) por Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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Actualizado 1 Sep 2016

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A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Optimize Portfolios with Financial Toolbox." The scripts demonstrate features of the Portfolio object and follows with case studies that demonstrate how to customize the tools for different tasks, including Sharpe/information ratio optimization and 130/30 portfolios. A readme.txt. file in the .zip folder describes how to use the scripts.

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Bob Taylor (2023). Using MATLAB to Optimize Portfolios with Financial Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31290-using-matlab-to-optimize-portfolios-with-financial-toolbox), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2011a
Compatible con cualquier versión
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Más información sobre Portfolio Optimization and Asset Allocation en Help Center y MATLAB Answers.

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portfoliodemo/

portfoliodemo/@PortfolioDemo/

Versión Publicado Notas de la versión
1.0.0.1

Updated license
1.0.0.0