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Portfolio Optimization

version (1.31 MB) by Iman
This submission helps you to quickly learn the core concept behind the portfolio optimization.


Updated 12 Apr 2016

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Portfolio optimization is a mathematical approach that provides a trade-off between expected profit and risk and commonly used to make investment decisions across a collection of financial assets. This submission quickly reviews the concept of portfolio optimization and presents an application of this approach in energy systems.

This submission is developed for 2060 Project at the Institute for Integrated Energy Systems at the University of Victoria, Canada. The project has been funded by Pacific Institute for Climate Solutions, Natural Resources Canada and Natural Sciences and Engineering Research Council of Canada. This funding is gratefully acknowledged.

Image courtesy of jscreationzs at

Cite As

Iman (2021). Portfolio Optimization (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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