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Style Analysis

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5.0 | 3 ratings Rate this file 12 Downloads (last 30 days) File Size: 4.32 KB File ID: #7001
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Style Analysis

by Andreas Steiner

 

25 Feb 2005 (Updated 28 Feb 2005)

Rolling style analysis.

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Description

MATLAB code for rolling style analysis in portfolio performance analysis.

Required Products Optimization Toolbox
MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (4)
24 Jun 2005 Magda Soare  
11 Nov 2005 Kais Dachraoui  
05 Jun 2009 Prime  
05 Jun 2009 Prime

Good one!
How could I get the "t stat" and "F val"?
Thanks!

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Tag Activity for this File
Tag Applied By Date/Time
finance Andreas Steiner 22 Oct 2008 07:42:08
modeling Andreas Steiner 22 Oct 2008 07:42:08
analysis Andreas Steiner 22 Oct 2008 07:42:08
rolling style analysis portfolio fund performance weight quadrat Andreas Steiner 22 Oct 2008 07:42:08
finance Knut Knutsen 23 Mar 2011 04:16:18
rolling style analysis portfolio fund performance weight quadrat Nic 07 Jun 2011 10:20:52
rolling style analysis portfolio fund performance weight quadrat Julian 19 May 2012 17:18:20

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