Kevin van Berkel
Vrije Universiteit
Followers: 0 Following: 0
student msc finance
Statistik
RANG
274.403
of 297.016
REPUTATION
0
BEITRÄGE
20 Fragen
15 Antworten
ANTWORTZUSTIMMUNG
35.0%
ERHALTENE STIMMEN
0
RANG
of 20.419
REPUTATION
N/A
DURCHSCHNITTLICHE BEWERTUNG
0.00
BEITRÄGE
0 Dateien
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANG
of 157.725
BEITRÄGE
0 Probleme
0 Lösungen
PUNKTESTAND
0
ANZAHL DER ABZEICHEN
0
BEITRÄGE
0 Beiträge
BEITRÄGE
0 Öffentlich Kanäle
DURCHSCHNITTLICHE BEWERTUNG
BEITRÄGE
0 Highlights
DURCHSCHNITTLICHE ANZAHL DER LIKES
Contribute at least one answer each month for 3 consecutive months
Awarded to Kevin van Berkel on 20 Jul 2017
Accept 5 answers given by other contributors
Awarded to Kevin van Berkel on 20 Jul 2017
Feeds
Frage
How to turn this script into a three assets strategy?
Hello all, I need some help to turn this script in a three assets (two risky assets, 1 riskfree asset) strategy. http://ww...
mehr als 11 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Dynamic portfolio optimization problem
Hi all, To compute the portfolio weights of 2 risky and 1 risk-free asset, I took the following steps: For the risky asset...
mehr als 11 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Adding a extra variable to a model
Hi guys, I have the following model: function [R_e, dp] = VAR_CRSP(M,T,r_f); ...
mehr als 11 Jahre vor | 2 Antworten | 0
2
AntwortenFrage
plotting the outcomes of a matrix
Goodmorning all! I would like to plot the outcomes of my matrix and I need your help on this one. I've got a matrix, "x1"...
mehr als 11 Jahre vor | 1 Antwort | 0
1
AntwortIndex exceeds matrix dimensions
This should capture the multiple assets included.. But it's more a gues..
mehr als 11 Jahre vor | 0
Frage
Index exceeds matrix dimensions
Hello all, Anyone knows what goes wrong? I receive this error: Index exceeds matrix dimensions. on the following code:...
mehr als 11 Jahre vor | 2 Antworten | 0
2
AntwortenB must have same rows of A
So, X = [ones(M,1); z(t,1); z(t,1).^2]; abeta = bisquare(X, r(:,t+1),k); in here the problem must be somewhere, since...
mehr als 11 Jahre vor | 0
B must have same rows of A
Hi Cyclist, Sorry for my late response. I tried numerous ways to resolve it, even with lscov but it still does not work. ...
mehr als 11 Jahre vor | 0
Frage
B must have same rows of A
Hi guys, I constantly receive these errors: Error using lscov (line 105) B must have the same number of rows as A. ...
mehr als 11 Jahre vor | 4 Antworten | 0
4
AntwortenFrage
Index out of bounds
Hi guys, I need your help once more! The error is: index out of bounds because size(z)=[22719,1]; So this is my code w...
mehr als 11 Jahre vor | 2 Antworten | 0
2
AntwortenFrage
Vector auto regressive (VAR) model with 2 endogeneous variables to V(AR) model with one endogenous variable
Hi Guys, I'm trying to apply my data to a study and I use matlab to resolve my problem. The thing is that I want to transfer ...
mehr als 11 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Transfer a risky asset and a risk-free asset to a Vector Auto Regression (VAR) model in matlab
Hi all, For my research, I need to transfer the returns from a risk-free asset and a risky asset (mom) to a vector auto regre...
fast 12 Jahre vor | 0 Antworten | 0
0
AntwortenNot enough input arguments
Thanks Robert you really helped me out, got a nice 1000*20 matrix which contains numbers! Still got some questions though: ...
fast 12 Jahre vor | 0
Not enough input arguments
Hi, I adjusted the code in this way, according to Robert: It looks like this now and it is actually running: function...
fast 12 Jahre vor | 0
Not enough input arguments
Hi guys, thanks for your quick replies! To Robert: My purpose is to simulate stock returns according to a VectorAutoReg...
fast 12 Jahre vor | 0
Frage
Not enough input arguments
Hi all, the following code yields me this error: Not enough input arguments in line 1. this is the code: function ...
fast 12 Jahre vor | 6 Antworten | 0
6
AntwortenFrage
Var model asset path simulation
Hi all, I am trying to replicate a study applied to my own data. This is the case: I have a portfolio which contains a...
fast 12 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Dynamic asset allocation with the following code
Hello all, Thanks to Semin, I obtained this code from file exchange: function [Yiv, Eiv] = indivfc(X, y, m, rol, lag, di...
fast 12 Jahre vor | 0 Antworten | 0
0
AntwortenNested for loop portfolio optimization
Hi Matt, thanks for your response. s = size(A); C = zeros(s); for j1 = 1:s(1) C(j1,:) = A(j1,:)*B((j1-1)*s(2)...
fast 12 Jahre vor | 0
Frage
How can I make a dynamic portfolio allocation with the following code?
Hello all, Thanks to Semin, I obtained this code from file exchange: function [Yiv, Eiv] = indivfc(X, y, m, rol, lag, di...
fast 12 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Nested for loop portfolio optimization
Hi guys, I am probably doing something utterly silly which holds me back from retrieving the desired results. I have two m...
fast 12 Jahre vor | 1 Antwort | 0
1
AntwortLoop for nested matrix multiplication
Hello Matt, thanks for your effort but Andrei's solution is more suitable to me. Andrei, thanks again, got it running perfec...
fast 12 Jahre vor | 0
Loop for nested matrix multiplication
*Relocated to Comment by Matt J*
fast 12 Jahre vor | 0
Frage
Loop for nested matrix multiplication
Hello guys, My problem is the following. I have two matrices: a 155*3 matrix and a 465*3 matrix. I have to multiply each...
fast 12 Jahre vor | 5 Antworten | 0
5
AntwortenInverse of a covariance matrix (loop)
Andrei you are a legend. Works perfect, thank you very much!
fast 12 Jahre vor | 0
Frage
Inverse of a covariance matrix (loop)
Hi all, I am stuck to create a loop which yields inverse of covariance matrices. Data description: I have the returns o...
fast 12 Jahre vor | 2 Antworten | 0
2
Antworten
Sie können auch eine Website aus der folgenden Liste auswählen:
Amerika
- América Latina (Español)
- Canada (English)
- United States (English)
Europa
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom(English)
Asien-Pazifik
- Australia (English)
- India (English)
- New Zealand (English)
- 中国
- 日本Japanese (日本語)
- 한국Korean (한국어)