Given a weights matrix, a multivariate time serie (contaning asset's returns) and the matrixes containing the higher order co-moments of the assets, the algorithm computes the calculation of higher order co-moments of the portfolio.
Christopher (2021). portfolioMom.m (https://www.mathworks.com/matlabcentral/fileexchange/47842-portfoliomom-m), MATLAB Central File Exchange. Retrieved .
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