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Risk and Asset Allocation

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Risk and Asset Allocation

by

 

16 Nov 2005 (Updated )

Software for quantitative portfolio and risk management

PlotFrontier(Portfolios)
function PlotFrontier(Portfolios)

figure
[xx,N]=size(Portfolios);
Data=cumsum(Portfolios,2);
for n=1:N
    x=[1; [1 : xx]'; xx];
    y=[0; Data(:,N-n+1); 0];
    hold on
    h=fill(x,y,[.9 .9 .9]-mod(n,3)*[.2 .2 .2]);
end
set(gca,'xlim',[1 xx],'ylim',[0 max(max(Data))])
xlabel('portfolio # (risk propensity)')
ylabel('portfolio composition')

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