Portsim - 'Exact'

I am correct to understand that the 'Exact' feature in Portsim is essentially a mean reversion feature? Can we set the terminal values to fall within a defined range? Can we define the strenght of the mean reversion?

답변 (0개)

카테고리

도움말 센터File Exchange에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기

태그

질문:

2017년 12월 7일

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by