Transfer a risky asset and a risk-free asset to a Vector Auto Regression (VAR) model in matlab
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi all,
For my research, I need to transfer the returns from a risk-free asset and a risky asset (mom) to a vector auto regression model. This way I can simulate multiple years ahead to determine te optimal weights to be assigned to the assets.
Does anyone have a clue how to do this?
Thanks.
Kevin
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!