文件名称:BCS
- 所属分类：
- 其它
- 资源属性：
- [Matlab] [源码]
- 上传时间：
- 2008-10-13
- 文件大小：
- 196.04kb
- 下载次数：
- 0次
- 提 供 者：
- Austin******
- 相关连接：
- 无
- 下载说明：
- 别用迅雷下载，失败请重下，重下不扣分！
介绍说明－－下载内容均来自于网络，请自行研究使用
A .zip file contains a series of scr ipts that were used in the MathWorks webinar \"Using MATLAB to Develop Portfolio Optimization Models.\" The scr ipts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scr ipts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each scr ipt and how to use it
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下载文件列表
压缩包 : 57578846bcs.zip 列表 BCSbacktest.m BCSbacktest2.m BCSdrawdown.m BCSestimate.m BCSfrontier.m BCSportfolio.m BCSturnover.m BCSwebinar.m BlueChipStocks.mat BlueChipStocksR13.mat readme.txt source/ source/DJIAestimate.m source/ecmninit.m source/ecmnmle.m source/ecmnobj.m source/maxdrawdown.m