Interactive Efficient Frontier Viewer

Efficient Frontier Viewer using nested functions
2,5K Downloads
Aktualisiert 15 Mai 2006

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Demonstrates the use of MATLAB's nested functions to create graphical tools with little coding. This example creates an efficient frontier from supplied data (or generates random returns if no inputs are supplied) and then allows the user to move a crosshair along the efficient frontier to view the weights for the selected portfolio.

This example is similar in functionality to "Efficient Frontier GUI" but the code is less intimidating for new users. It invokes the "portopt" function from MATLAB's Financial Toolbox to create the efficient frontier.

Zitieren als

Paul Taylor (2024). Interactive Efficient Frontier Viewer (https://www.mathworks.com/matlabcentral/fileexchange/10949-interactive-efficient-frontier-viewer), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2006a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Portfolio Optimization and Asset Allocation finden Sie in Help Center und MATLAB Answers
Quellenangaben

Inspiriert von: Efficient Frontier GUI

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Version Veröffentlicht Versionshinweise
1.0.0.0

Improved description of application.