Use MATLAB and Financial Toolbox to construct realistic, optimal portfolios that are stable over tim
|6 Jul 2009||Linda Webb||
"Portfolio optimization was first developed in the 1950s, but a number of practical and theoretical problems have limited its use by investment managers. For example, it is often difficult to obtain sufficient high-quality historical data for thorough analysis. In addition, the efficient frontier where optimal portfolios lie tends to shift over time, quickly making these portfolios suboptimal.