Using MATLAB to Develop Portfolio Optimization Models

Version 1.0.0.1 (196 KB) von Bob Taylor
Scripts to create time-evolving efficient frontiers and to backtest results.
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A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it.

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Bob Taylor (2026). Using MATLAB to Develop Portfolio Optimization Models (https://de.mathworks.com/matlabcentral/fileexchange/8591-using-matlab-to-develop-portfolio-optimization-models), MATLAB Central File Exchange. Abgerufen.

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Erstellt mit R14SP2
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1.0.0.1

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