This one-day course explains the technical details and benefits of using Financial Toolbox™ data types for portfolio optimization. The course is designed for financial professionals who want to explore the capabilities of asset allocation. Topics include:
|Day 1 of 1|
|Getting Started with Portfolios||
Objective: Use standard mean-variance metrics and a small set of portfolio constraints to define and analyze a set of feasible portfolios.
|Defining Investment Constraints||
Objective: Define typical investment constraints and explore their limiting effects on the efficient frontier.
|Changing Solvers, Options, and Metrics||
Objective: Adjust solvers and solver options of the Portfolio data type to speed up the computations. Explore alternative risk proxies outside of the mean-variance framework.
|Employing Custom Scenarios||
Objective: Define and fit a custom distribution model to the historical return series. Use it to generate custom scenarios and to setup a PortfolioCVaR variable. Evaluate the results via back-testing.
|Generating Custom Reports||
Objective: Use MATLAB Report Generator to automatically generate custom reports from MATLAB code using an external report template.
See if you are eligible for discounted pricing for academic users.
When you register for one of these courses, you can rely on the fact that it won't be canceled or rescheduled for any reason.
|13 Oct 2017||US, Illinois, Chicago||English||USD 750|
|08 Dec 2017||US, New York, New York||English||USD 750|
|14 Dec 2017||
9:00 a.m. - 5:00 p.m. Central European Summer Time
|14 Dec 2017||United Kingdom, London||English||GBP 550|
The pricing applies for purchase and use in United States, For pricing in other regions Contact Sales. The product price does not include sales, use, excise, value-added, or other taxes. Any applicable taxes, duties, levies, assessments and governmental charges payable in connection with this purchase will be assessed on the order. Refer to Training Policies for more information
You are eligible for discounted academic pricing when you use MATLAB and Simulink for teaching, academic research, or for meeting course requirements at a degree granting institution.
You are not eligible for academic pricing when you use MATLAB and Simulink at a commercial or government lab, or for other commercial or industrial purposes.
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