Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling

This code will plot the efficient frontier with and without short-selling
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Aktualisiert 4. Feb 2016

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This code computes and plots the efficient frontier when there is short-selling and when there is no short-selling. Individual securities also appear on the same graph.
Optimisation toolbox is required when short-selling is not required. This can be commented if not needed.

Zitieren als

Haidar Haidar (2024). Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling (https://www.mathworks.com/matlabcentral/fileexchange/55249-efficient-frontier-portfolio-optimisation-optimization-with-and-without-short-selling), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2009a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
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Version Veröffentlicht Versionshinweise
1.0.0.0