Community Profile

# Bob Taylor

### The MathWorks, Inc.

12 total contributions since 2010

Contributions in
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Submitted

Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.

Submitted

Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.

Submitted

Using MATLAB to Develop Macroeconomic Models
Analyze a stylized version of the Smets-Wouters model for the United States economy.

Submitted

Using MATLAB to Develop Asset-Pricing Models
Scripts to build and test Fama & French three-factor model.

Submitted

Using MATLAB to Develop Portfolio Optimization Models
Scripts to create time-evolving efficient frontiers and to backtest results.

Responded

Re: fmincon: convergence and choice of algorithm
Matt - Your question has two parts - a finance and an optimization part. First, the finance part is that you have set up a port...

4 years ago | 4446 views

Responded

Re: yahoo stock data connection problem
A change occurred in Yahoo! Finance. We are aware of the problem and are working on a solution. For now, the proposed workaround...

5 years ago | 5179 views

Responded

Re: Deming Regression
Stephen - If I understand your question correctly, a submission exists on MATLAB Central File Exchange with the title "Linear Re...

6 years ago | 3365 views

Responded

Re: Optmisation problem
Steve's comment about portopt is correct for mean-variance portfolio optimization (the utility function is negative exponential ...

6 years ago | 1682 views

Responded

Re: PORTALLOC PROBLEMS
Anna - This problem may occur if the risk-free rate is much lower than the efficient frontier formed from risky assets. Assuming...

6 years ago | 3724 views

Posted

renaming financial time series objects
The function chfield will do what you want. - bob

6 years ago | 2640 views

Responded

Re: SOLVE 4 NONLINEAR EQUATIONS (HELP PLEASE)
You can set this up as a nonlinear optimization problem with fmincon. The variables to solve for are (a, b, Xc, Yc). You minimiz...

6 years ago | 1483 views