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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 
36 
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 
72 
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 
37 
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 
37 
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 
41 
11 
4.7 
6 ratings

