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Using MATLAB to Develop Portfolio Optimization Models

文件格式:Pdf 可复制性:可复制 TAG标签: MATLAB using Portfolio Optimization Develop 点击次数: 更新时间:2009-09-30 10:53
介绍

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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