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Highlights from
Using MATLAB to Develop Portfolio Optimization Models

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from Using MATLAB to Develop Portfolio Optimization Models by Bob Taylor
Scripts to create time-evolving efficient frontiers and to backtest results.

All files for Using MATLAB to Develop Portfolio Optimization Models
/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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