Nourhaine

ISG Tunis

Active since 2015

Followers: 0 Following: 0

Message

Statistics

Feeds

Question

Copula Opinion Copula (Error in interp1 (line 191))
Hi; I am trying to implement Copula Opinion Pooling model on Matlab. I started by construction the Market Prior following M...

7 years ago | 0 answers | 0

0

answers

Question

How to re-balance a portfolio every month?
Dear Members; I have 10 daily stock market returns. I want to construct a portfolio that goes long in the three highest retur...

8 years ago | 0 answers | 0

0

answers

Question

Portfolio Construction (long/short positions)
Dear all I have daily returns of 10 stocks. I need to construct an equally weighted portfolio that goes long in the 3 highest r...

8 years ago | 0 answers | 0

0

answers

Question

Standard errors of Copula's parameters
Hi; I am trying to estimate constant and time-varing copulas using Patton's Toolbox. I get all the parameters but without its...

8 years ago | 0 answers | 1

0

answers

Question

How to get Optimization toolbox in Matlab?
I have to use fmincon function, so i'm trying to get optimization Toolbox. Where can I find it? Could you please help me ! Th...

8 years ago | 1 answer | 0

1

answer