Rank: 3492 based on 36 downloads (last 30 days) and 1 file submitted
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Saurabh Yadav

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28 Aug 2012 Screenshot Efficient Frontier using different risk return measures Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures Author: Saurabh Yadav efficient frontier, portfolio optimizatio..., var, mean variance, mean standard deviati..., alternative measures ... 36 2
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28 Aug 2012 Efficient Frontier using different risk return measures Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures Author: Saurabh Yadav

I have added the comments to the updated code. Also the code is currently for 2 assets but it is very easy to modify for more assets if you know MATLAB. If needed I can modify . Let me know

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23 Apr 2013 Efficient Frontier using different risk return measures Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures Author: Saurabh Yadav Wu, Eric

Hi,
There is a bug when I ran the code as is...

Line: w(:,1)=0:.0001:1; and next line.

28 Aug 2012 Efficient Frontier using different risk return measures Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures Author: Saurabh Yadav Yadav, Saurabh

I have added the comments to the updated code. Also the code is currently for 2 assets but it is very easy to modify for more assets if you know MATLAB. If needed I can modify . Let me know

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