VaR-CVaR Portfolio Optimization

1 Ansicht (letzte 30 Tage)
Tushar Bohra
Tushar Bohra am 17 Feb. 2020
Kommentiert: Tony Tran am 18 Mär. 2020
I am new to MATLAB. I need to do CVaR optimization of a set 30-40 assets as a part of my colllege project. I don't know where to start, learning the language and writing the code would take time. Can I get pre-written codes from source.
Any help would be appreciated.

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (0)

Kategorien

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

Tags

Community Treasure Hunt

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

Start Hunting!

Translated by