Community Profile

Bob Taylor


MathWorks

5 total contributions since 2016

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Submitted


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

1 year ago | 9 downloads |

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Submitted


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

1 year ago | 33 downloads |

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Submitted


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

1 year ago | 10 downloads |

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

1 year ago | 7 downloads |

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

1 year ago | 14 downloads |

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