Using MATLAB to Optimize Portfolios with Financial Toolbox

版本 1.0.0.1 (117.7 KB) 作者: Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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更新时间 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.

引用格式

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. 检索来源 .

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创建方式 R2011a
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portfoliodemo/

portfoliodemo/@PortfolioDemo/

版本 已发布 发行说明
1.0.0.1

Updated license
1.0.0.0