Interactive Efficient Frontier Viewer
Updated 15 May 2006
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.
Paul Taylor (2023). Interactive Efficient Frontier Viewer (https://www.mathworks.com/matlabcentral/fileexchange/10949-interactive-efficient-frontier-viewer), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired by: Efficient Frontier GUI
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!
Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.