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Efficient Frontier GUI

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3.8 | 4 ratings Rate this file 28 Downloads (last 30 days) File Size: 191 KB File ID: #4263
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Efficient Frontier GUI

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15 Dec 2003 (Updated )

Efficient frontier from Yahoo or database data.

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Description

Demo graphical user interface that finds an unconstrained mean-variance efficient frontier given asset price data. This data can come from Yahoo finance, where you can find the optimial portfolio for any set of assets you choose, or from a supplied Microsoft Access database.

Acknowledgements

This file inspired Interactive Efficient Frontier Viewer.

Required Products Database Toolbox
Datafeed Toolbox
Financial Toolbox
Optimization Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.8 (R2009a)
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Comments and Ratings (4)
10 Dec 2010 Yen Hanning

Works well.

03 Mar 2008 Ferraro Mauro

Excellent, It works very well. Only, you should modify the odbc data in the control panel in administrative tools. you can look up some help in the web.

22 May 2007 Bartek Rajwa

It would have been a nice software to have... if it worked. It does not, though. It does not do anything when run in the datafeed mode.

18 Dec 2005 Raul Hdz

This is a very good tool for efficient frontier analysis in a computational environment, i really enjoy this financial tool.

Updates
12 Nov 2010

Updates to ReadMe and some minor improvements.

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