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Efficient Frontier GUI

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3.8 | 4 ratings Rate this file 43 Downloads (last 30 days) File Size: 191.03 KB File ID: #4263
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Efficient Frontier GUI

by Michael Weidman

 

15 Dec 2003 (Updated 12 Nov 2010)

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 submission has inspired the following:
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)
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.

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.

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.

10 Dec 2010 Yen Hanning

Works well.

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Updates
12 Nov 2010

Updates to ReadMe and some minor improvements.

Tag Activity for this File
Tag Applied By Date/Time
finance Brian Kiernan 22 Oct 2008 07:11:09
modeling Brian Kiernan 22 Oct 2008 07:11:09
datafeed database optimization portfolio activex yahoo finance e Brian Kiernan 22 Oct 2008 07:11:09
analysis Brian Kiernan 22 Oct 2008 07:11:09
finance Michael Weidman 18 Nov 2010 12:41:16

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