文件名称:Minimum-Variance
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以最小方差的方式将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-By way of minimum variance portfolio in 20 stocks and risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
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下载文件列表
Minimum Variance
................\capm.m
................\example1.m
................\example2.xlsx
................\fobj.m
................\FTSE100.csv
................\GB_rf.csv
................\market eight&equally weight.xlsx
................\MinVariance.m
................\MKT_CAP_WGT.csv
................\ret_mthly.csv
................\Stocks_rt.csv
................\MinVar_data.txt
................\MinVariance_port.m
................\MinVar_wgt.txt
................\Stocks_rt_MOM.csv