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.
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.
引用格式
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: .
MATLAB 版本兼容性
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R2016b
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在 Help Center 和 MATLAB Answers 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息
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致谢
参考作品: Managing Diversification
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版本 | 已发布 | 发行说明 | |
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1.0.0.0 |