Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Rate this file 24 Downloads (last 30 days) File Size: 196 KB File ID: #8591 Version: 1.0
Using MATLAB to Develop Portfolio Optimization Models
29 Sep 2005 (Updated 03 Mar 2016)
Scripts to create time-evolving efficient frontiers and to backtest results.