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Analyzing Investment Strategies with CVaR Portfolio Optimization

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Analyzing Investment Strategies with CVaR Portfolio Optimization

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18 Dec 2012 (Updated )

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

setlocalpaths.m
%setlocalpaths - Set up local paths for cvarwebinar environment.
%
%	setlocalpaths;
%
% Copyright (C) 2012 The MathWorks, Inc.

fprintf('Setting paths for ''cvarwebinar'' environment ...\n');

addpath ./data
addpath ./source

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