Rolling Returns and Yearly Returns

版本 1.0.1 (4.2 KB) 作者: Michael Robbins
Transform a tall table of returns into a table of rolling returns and a table of yearly returns.
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更新时间 2023/6/12

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Transform a tall table of returns into a table of rolling returns and a table of yearly returns.
www.QuantitativeAssetManagement.com
https://www.amazon.com/Quantitative-Asset-Management-Michael-Robbins/dp/1264258445/

引用格式

Michael Robbins (2024). Rolling Returns and Yearly Returns (https://www.mathworks.com/matlabcentral/fileexchange/130974-rolling-returns-and-yearly-returns), MATLAB Central File Exchange. 检索来源 .

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1.0.1

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1.0.0