Analyzing Investment Strategies with CVaR Portfolio Optimization

バージョン 1.2.0.1 (687 KB) 作成者: Bob Taylor
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.
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更新 2016/9/1

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A .zip file contains a series of scripts that were used in the MathWorks webinar "Analyzing Investment Strategies with CVaR Portfolio Optimization in MATLAB." The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.

引用

Bob Taylor (2024). Analyzing Investment Strategies with CVaR Portfolio Optimization (https://www.mathworks.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB Central File Exchange. 取得済み .

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バージョン 公開済み リリース ノート
1.2.0.1

Updated license
1.2.0.0

Final corrections.
1.0.0.0