Download All

Code covered by the BSD License

Be the first to rate this file! 56 Downloads (last 30 days) File Size: 117.69 KB File ID: #31290

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 (2011a)

Tags for This File
Everyone's Tags	analysis(2), backtesting(3), finance(2), modeling, optimization, portfolio
Tags I've Applied
Add New Tags	Please login to tag files.

Comments and Ratings (1)
24 Jan 2012	Raymond Morano	I see the portfolio object in release 2007B

Please login to add a comment or rating.