Using MATLAB to Optimize Portfolios with Financial Toolbox

버전 1.0.0.1 (118 KB) 작성자: Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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업데이트 날짜: 2016/9/1

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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.

인용 양식

Bob Taylor (2024). 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. 검색 날짜: .

MATLAB 릴리스 호환 정보
개발 환경: R2011a
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Help Center 및 MATLAB Answers에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기

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portfoliodemo/

portfoliodemo/@PortfolioDemo/

버전 게시됨 릴리스 정보
1.0.0.1

Updated license
1.0.0.0