Building and Extending Portfolio Optimization Models with MATLAB

Object-oriented implementations of the Portfo and the Black-Litterman approach

sri
sri
Version 1.0.0 (831 KB)
2.5K Downloads
(1)
1 Sep 2016
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Cite As

sri (2026). Building and Extending Portfolio Optimization Models with MATLAB (https://www.mathworks.com/matlabcentral/fileexchange/41593-building-and-extending-portfolio-optimization-models-with-matlab), MATLAB Central File Exchange. Retrieved .

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Find more on Portfolio Optimization for Asset Allocation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Updated license
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0-0

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  • Install in MATLAB

    Requires R2026b and later. Learn more