Number of Effective Bets Codes

版本 1.0.0.0 (8.7 KB) 作者: Karabo Lekwana
These codes are all created for my Honours Project in Advanced Matematics of Finance.
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更新时间 2017/11/27

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The codes are used to calculate the diversification of an investment portfolio using the number of effective bets diversification measure. Three portfolios are also constructed and take n through time using South African assets as represented by the appropriate indexes.

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Karabo Lekwana (2024). Number of Effective Bets Codes (https://www.mathworks.com/matlabcentral/fileexchange/65207-number-of-effective-bets-codes), MATLAB Central File Exchange. 检索时间: .

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参考作品: Managing Diversification

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1.0.0.0