Portfolio optimisation-Urgent help

I have a list of stocks, expected return/downside return for each stock. Ignore risk(vol, correlation) I would like to get optimal weights for each stock to maximise expected return and to minimise downside return. can anyone help this? I am a Matlab beginner so any help will be appreciated.

回答 (1 件)

Shruti Shivaramakrishnan
Shruti Shivaramakrishnan 2017 年 6 月 14 日

0 投票

I believe that the following link should be able to provide you with further guidance regarding the query: https://www.mathworks.com/help/finance/portfolio-optimization-theory-mv.html
The videos at the bottom of the specified page can prove to be a powerful resource when beginning to learn more about Portfolio Optimization

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質問済み:

2017 年 6 月 7 日

回答済み:

2017 年 6 月 14 日

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