文件名称:portfolio-optimization-matlab
介绍说明－－下载内容均来自于网络，请自行研究使用
this file consists of matlab codes for portfolio optimization, codes are complete and a compelte example with some tests are included
(系统自动生成,下载前可以参看下载内容)
下载文件列表
sp\ADM.m
..\CVaR.m
..\data_1\CVaR.m
..\......\readme.txt
..\......\selectdata.m
..\......\sp500-daily-covmatrix.txt
..\......\sp500-daily-mean.txt
..\......\sp500-daily-stockreturn.txt
..\.....2\createdata.m
..\DC.m
..\MIP.m
..\Read Me.txt
..\solve_compare_simu.m
..\solve_compare_sp.m
..\data_1
..\data_2
sp