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?

Antworten (0)

Kategorien

Mehr zu Portfolio Optimization and Asset Allocation finden Sie in Hilfe-Center und File Exchange

Tags

Gefragt:

am 7 Dez. 2017

Community Treasure Hunt

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

Start Hunting!

Translated by