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Highlights from
Using MATLAB to Develop Portfolio Optimization Models

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Using MATLAB to Develop Portfolio Optimization Models

by

Bob Taylor (view profile)

 

29 Sep 2005 (Updated )

Scripts to create time-evolving efficient frontiers and to backtest results.

BCS.zip
webinar/BCSbacktest.m
webinar/BCSbacktest2.m
webinar/BCSdrawdown.m
webinar/BCSestimate.m
webinar/BCSfrontier.m
webinar/BCSportfolio.m
webinar/BCSturnover.m
webinar/BCSwebinar.m
webinar/BlueChipStocks.mat
webinar/BlueChipStocksR13.mat
webinar/readme.txt
webinar/source/DJIAestimate.m
webinar/source/ecmninit.m
webinar/source/ecmnmle.m
webinar/source/ecmnobj.m
webinar/source/maxdrawdown.m

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