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Divakar

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14 Jan 2010 Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. Author: Bob Taylor

Hi
I have downloaded the files and tried running it.
I am not able to understand how the mat files are formed. they seem to be shortcuts, hence i cannot open them, but when i ran the BCSestimate then i could see a mat file and also after placing the break points i was able to view the fields. But what exactly is the asset matrix and how is it formed.Please clarify

Thanks
divakar

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