Converts CRSP daily prices to adjusted prices and total returns and puts them in a format for use with the Backtesting Framework.
引用格式
Michael Robbins (2024). CRSP to MATLAB (Adjusted Prices and Total Returns) (https://www.mathworks.com/matlabcentral/fileexchange/130674-crsp-to-matlab-adjusted-prices-and-total-returns), MATLAB Central File Exchange. 检索来源 .
MATLAB 版本兼容性
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R2023a
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Start Hunting!版本 | 已发布 | 发行说明 | |
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1.0.2 | https://www.amazon.com/Quantitative-Asset-Management-Investing-Institutional/dp/1264258445/ |
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1.0.1 | |||
1.0.0 |