Analyzing Investment Strategies with CVaR Portfolio Optimization

版本 1.2.0.1 (687.0 KB) 作者: Bob Taylor
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
4.5
(8)
2.8K 次下载
更新时间 2016/9/1

查看许可证

A .zip file contains a series of scripts that were used in the MathWorks webinar "Analyzing Investment Strategies with CVaR Portfolio Optimization in MATLAB." The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.

引用格式

Bob Taylor (2025). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://www.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2012b
兼容任何版本
平台兼容性
Windows macOS Linux
类别
在 Help Center 和 MATLAB Answers 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息

Community Treasure Hunt

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

Start Hunting!

source/

版本 已发布 发行说明
1.2.0.1

Updated license
1.2.0.0

Final corrections.
1.0.0.0