Luan Vardari
自 2018 起处于活动状态
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Using Extreme Value Theory and Copulas to Evaluate Market Risk
Hi i have a problem with this code, can help anyone? In atach i send my data. in every time when i run code write "Undefined fun...
6 years 前 | 0 个回答 | 0
0
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Matlab Portfio Optimization efficent frontierr problem
I have problem with data read, i dont know why, can help someone? Error: Error using Portfolio/estimateAssetMoments (line 10...
6 years 前 | 0 个回答 | 0
0
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Markowitz optimization weights code
Can help anyone how can i put my data to this code. In atach you can find codes and data.
6 years 前 | 1 个回答 | 0
1
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Portfolio optimization in markovitz
I have problem in this code, T = readtable('data (2).xlsx') % Name of your data symbol = T.Properties.VariableNames(3:e...
6 years 前 | 1 个回答 | 0
1
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Perform Information Ratio Maximization
I have a problem with this function objFun = @(targetReturn) -infoRatioTargetReturn(targetReturn,pAct); options = optimset('...
6 years 前 | 0 个回答 | 0
0
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Markowitz matlabe code problem
I have a problem with QUADPROG, who can help with this. Below is code, when i run code have same error (Error using quadprog (li...
6 years 前 | 1 个回答 | 0