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Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
8 years 前 | 2 次下载 |
已提交
Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
8 years 前 | 9 次下载 |
已提交
Using MATLAB to Develop Macroeconomic Models
Analyze a stylized version of the Smets-Wouters model for the United States economy.
8 years 前 | 18 次下载 |
已提交
Using MATLAB to Develop Asset-Pricing Models
Scripts to build and test Fama & French three-factor model.
8 years 前 | 3 次下载 |
已提交
Using MATLAB to Develop Portfolio Optimization Models
Scripts to create time-evolving efficient frontiers and to backtest results.
8 years 前 | 3 次下载 |
