Recorded Webinar: Using MATLAB to Develop Portfolio Optimization Models

This recorded webinar demonstrates how to use MATLAB® and the Financial Toolbox to combine familiar concepts of asset pricing, risk measurement, and portfolio optimization to develop tradable portfolios of assets that have low turnover, stable moments, and desirable return and risk characteristics. While grounded firmly in finance theory, this webinar shows how to produce solid and robust real-world results that bridge the gap between theory and practice.

Through a series of modeling and analysis steps, attendees will see how to use the financial tools in MATLAB to

• Estimate moments of asset returns, even with missing data
• Use mean-variance analysis to generate optimal portfolios
• Visualize the time-evolution of optimal portfolios on the efficient frontier to identify a stable region of return and risk with minimal turnover
• Back-test the performance of portfolios from this stable region to demonstrate the superiority of these portfolios

This webinar is for practitioners or academics in finance who focus on either quantitative analysis or portfolio management. It is not necessary for attendees do not need to be familiar with MATLAB, although it will help.

Download webinar demo files from MATLAB Central.