文件名称:BCS
- 所属分类：
- 其他小程序
- 资源属性：
- [Matlab] [源码]
- 上传时间：
- 2012-11-26
- 文件大小：
- 196kb
- 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
(系统自动生成,下载前可以参看下载内容)
下载文件列表
BCSbacktest.m
BCSbacktest2.m
BCSdrawdown.m
BCSestimate.m
BCSfrontier.m
BCSportfolio.m
BCSturnover.m
BCSwebinar.m
BlueChipStocks.mat
BlueChipStocksR13.mat
readme.txt
source
......\DJIAestimate.m
......\ecmninit.m
......\ecmnmle.m
......\ecmnobj.m
......\maxdrawdown.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