Files Posted by Bob 
View all

Updated 

File 
Tags 
Downloads (last 30 days) 
Comments 
Rating 
18 Dec 2012 

Analyzing Investment Strategies with CVaR Portfolio Optimization Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
Author: Bob Taylor 
finance, portfolio, optimization, simulation, cvar, meanvariance 
45 
2 
4.0 
2 ratings

03 May 2011 

Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
Author: Bob Taylor 
portfolio, optimization, finance, analysis, modeling, backtesting 
101 
10 
4.5 
4 ratings

17 Nov 2009 

Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the SmetsWouters model for the United States economy.
Author: Bob Taylor 
econometrics, macroeconomics, time series analysis, forecasting, economics, finance 
35 
5 
4.8 
5 ratings

06 Dec 2006 

Using MATLAB to Develop AssetPricing Models Scripts to build and test Fama & French threefactor model.
Author: Bob Taylor 
finance, modeling, analysis, fama french, capm, assetpricing 
48 
8 
3.2 
4 ratings

30 Jan 2006 

Using MATLAB to Develop Portfolio Optimization Models Scripts to create timeevolving efficient frontiers and to backtest results.
Author: Bob Taylor 
finance, modeling, analysis, portfolio, optimization, dea 
45 
11 
4.7 
6 ratings

