Analyzing Investment Strategies with CVaR Portfolio Optimization

버전 1.2.0.1 (687 KB) 작성자: Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR 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 "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.

인용 양식

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. 검색 날짜: 2024/11/23.

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버전	게시됨	릴리스 정보
1.2.0.1	2016/9/1	Updated license	다운로드
1.2.0.0	2012/12/18	Final corrections.	다운로드
1.0.0.0	2012/12/18		다운로드