Portfolio returns with rebalancing dates and changing portfolio members
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi,
Is there any specific portfolio matlab code, which can calculate Portfolio returns/Performance for a given period by taken the following requirements into consideration:
1) weights at the beginning of the period are given AND
2) during the period: rebalancing on specific dates, in which the portfolio members and weights change
Thank you for your help.
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Portfolio Optimization and Asset Allocation finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!