Number of Effective Bets Codes

Version 1.0.0.0 (8.7 KB) by Karabo Lekwana
These codes are all created for my Honours Project in Advanced Matematics of Finance.
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Updated 27 Nov 2017

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The codes are used to calculate the diversification of an investment portfolio using the number of effective bets diversification measure. Three portfolios are also constructed and take n through time using South African assets as represented by the appropriate indexes.

Cite As

Karabo Lekwana (2025). Number of Effective Bets Codes (https://www.mathworks.com/matlabcentral/fileexchange/65207-number-of-effective-bets-codes), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
Acknowledgements

Inspired by: Managing Diversification

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Honours Project Codes/

Version Published Release Notes
1.0.0.0