Using MATLAB to Optimize Portfolios with Financial Toolbox

Version 1.0.0.1 (118 KB) von Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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Aktualisiert 1. Sep 2016

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A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Optimize Portfolios with Financial Toolbox." The scripts demonstrate features of the Portfolio object and follows with case studies that demonstrate how to customize the tools for different tasks, including Sharpe/information ratio optimization and 130/30 portfolios. A readme.txt. file in the .zip folder describes how to use the scripts.

Zitieren als

Bob Taylor (2025). Using MATLAB to Optimize Portfolios with Financial Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31290-using-matlab-to-optimize-portfolios-with-financial-toolbox), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2011a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
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portfoliodemo/

portfoliodemo/@PortfolioDemo/

Version Veröffentlicht Versionshinweise
1.0.0.1

Updated license
1.0.0.0