Analyzing Investment Strategies with CVaR Portfolio Optimization

Version 1.2.0.1 (687 KB) von Bob Taylor
Scripts and data to demonstrate the new PortfolioCVaR 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 "Analyzing Investment Strategies with CVaR Portfolio Optimization in MATLAB." The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.

Zitieren als

Bob Taylor (2024). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://www.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. Abgerufen .

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Erstellt mit R2012b
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Version Veröffentlicht Versionshinweise
1.2.0.1

Updated license
1.2.0.0

Final corrections.
1.0.0.0