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Matlab Finance Code

Using MATLAB to Develop Portfolio Optimization Models

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.

Using MATLAB to Optimize Portfolios with Financial Toolbox

Using MATLAB to Optimize Portfolios with Financial Toolbox (145.4 KiB)

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