Using MATLAB to Develop Portfolio Optimization Models

버전 1.0.0.1 (196 KB) 작성자: Bob Taylor

Scripts to create time-evolving efficient frontiers and to backtest results.

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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 Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it.

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Bob Taylor (2025). Using MATLAB to Develop Portfolio Optimization Models (https://www.mathworks.com/matlabcentral/fileexchange/8591-using-matlab-to-develop-portfolio-optimization-models), MATLAB Central File Exchange. 검색 날짜: 2025/2/17.

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버전	게시됨	릴리스 정보
1.0.0.1	2016/9/1	Updated license	다운로드
1.0.0.0	2016/3/3	Updating files. ...	다운로드