文件名称:BCSbacktest
介绍说明－－下载内容均来自于网络，请自行研究使用
这个程序可以用来做组合投资策略，并且可以进行回测，看自己的策略和现阶段的市场是否吻合-he following MATLAB .mat and .m files can be used to generate 3D efficient frontiers and do backtests. They are the materials used in the MathWorks Webinar "Using MATLAB to Develop Portfolio Optimization Models."
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下载文件列表
用MATLAB优化投资组合模型\BCSbacktest.m
........................\BCSbacktest2.m
........................\BCSdrawdown.m
........................\BCSestimate.m
........................\BCSfrontier.m
........................\BCSportfolio.m
........................\BCSturnover.m
........................\BCSwebinar.m
........................\BlueChipStocks.mat
........................\BlueChipStocksR13.mat
........................\readme.txt
........................\source\DJIAestimate.m
........................\......\ecmninit.m
........................\......\ecmnmle.m
........................\......\ecmnobj.m
........................\......\maxdrawdown.m
........................\source
用MATLAB优化投资组合模型