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Using MATLAB to Optimize Portfolios with Financial Toolbox

03 May 2011

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.

File Information
Description	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.
Required Products	Financial Toolbox Optimization Toolbox Statistics Toolbox
MATLAB release	MATLAB 7.12 (R2011a)

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Everyone's Tags	analysis(6), backtesting(6), finance(2), modeling, optimization(2), portfolio
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Comments and Ratings (2)
04 Mar 2013	oussama salhi	Very good model
24 Jan 2012	Raymond Morano	I see the portfolio object in release 2007B