Bob Taylor

MathWorks

Con actividad desde 2016

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Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.

casi 8 años hace | 2 descargas |

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Enviada


Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.

casi 8 años hace | 7 descargas |

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Enviada


Using MATLAB to Develop Macroeconomic Models
Analyze a stylized version of the Smets-Wouters model for the United States economy.

casi 8 años hace | 18 descargas |

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Enviada


Using MATLAB to Develop Asset-Pricing Models
Scripts to build and test Fama & French three-factor model.

casi 8 años hace | 1 descarga |

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Enviada


Using MATLAB to Develop Portfolio Optimization Models
Scripts to create time-evolving efficient frontiers and to backtest results.

casi 8 años hace | 4 descargas |

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