Financial Toolbox
![]() updated 4 months ago |
Analyzing Investment Strategies with CVaR Portfolio Optimization Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. |
2 Comments 52 Downloads (30 Days) |
![]() updated 5 months ago |
Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex |
3 Comments 25 Downloads (30 Days) |
![]() updated 7 months ago |
Treynor-Black portfolio management model Treynor-Black portfolio management model [pct_w_pos_opti beta_pos_opti pct_w_active measures_port me... |
0 Comments 12 Downloads (30 Days) |
![]() updated 9 months ago |
SCOPE: interactively tabulate SEER excel variables This takes SEER excel column data interactively, tabulate them, write back in table format. |
0 Comments 17 Downloads (30 Days) |
![]() updated 1 year ago |
Improving MATLABĀ® performance when solving financial optimization problems Jorge Paloschi,PHD and Sri Krishnamurthy,CFA May 2011, http://www.wilmott.com/magazine.cfm |
0 Comments 17 Downloads (30 Days) |
![]() updated almost 2 years ago |
Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. |
2 Comments 91 Downloads (30 Days) |
![]() updated 2 years ago |
Portfolio Optimizer Tool |
16 Comments 93 Downloads (30 Days) |
![]() updated 7 years ago |
Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. [DateHistory, RetHistory, PortHistory, X, Y, Z ] ... ecmnmle(Data, InitMethod, MaxIter, Tolerance, Mean0, Covar0... |
11 Comments 60 Downloads (30 Days) |