Interactive Efficient Frontier Viewer

版本 1.0.0.0 (13.2 KB) 作者: Paul Taylor
Efficient Frontier Viewer using nested functions
2.5K 次下载
更新时间 2006/5/15

无许可证

Demonstrates the use of MATLAB's nested functions to create graphical tools with little coding. This example creates an efficient frontier from supplied data (or generates random returns if no inputs are supplied) and then allows the user to move a crosshair along the efficient frontier to view the weights for the selected portfolio.

This example is similar in functionality to "Efficient Frontier GUI" but the code is less intimidating for new users. It invokes the "portopt" function from MATLAB's Financial Toolbox to create the efficient frontier.

引用格式

Paul Taylor (2024). Interactive Efficient Frontier Viewer (https://www.mathworks.com/matlabcentral/fileexchange/10949-interactive-efficient-frontier-viewer), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2006a
兼容任何版本
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息
致谢

参考作品: Efficient Frontier GUI

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
版本 已发布 发行说明
1.0.0.0

Improved description of application.