Matlab Finance Code

Portfolio Optimization

Risk management and analysis using automatically downloaded data from the internet. Analysis can be made for a combination of stocks, bonds, derivatives and any other financial instruments.

Using MATLAB to Optimize Portfolios with Financial Toolbox

A .zip file contains a series of scripts that were used in the MathWorks webinar “Using MATLAB to Optimize Portfolios with Financial Toolbox.” The scripts demonstrate features of the Portfolio object and follows with case studies that demonstrate how to customize the tools for different tasks, including Sharpe/information ratio optimization and 130/30 portfolios. A readme.txt. file in the .zip folder describes how to use the scripts.

Analyzing Investment Strategies with CVaR Portfolio Optimization

Portfolio Optimizer Tool

Portfolio Optimizer Tool (36.1 KiB)

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