Analyzing Investment Strategies with CVaR Portfolio Optimization

Versión 1.2.0.1 (687 KB) por Bob Taylor
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
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A .zip file contains a series of scripts that were used in the MathWorks webinar "Analyzing Investment Strategies with CVaR Portfolio Optimization in MATLAB." The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.

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Bob Taylor (2024). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://www.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2012b
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Más información sobre Portfolio Optimization and Asset Allocation en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión
1.2.0.1

Updated license
1.2.0.0

Final corrections.
1.0.0.0