文件名称:BL
-
所属分类:
- 标签属性:
- 上传时间:2016-07-20
-
文件大小:2.46mb
-
已下载:2次
-
提 供 者:
-
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--下载内容来自于网络,使用问题请自行百度
以Black Litterman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-In Black Litterman way 20 stock portfolio and the risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
(系统自动生成,下载前可以参看下载内容)
下载文件列表
BL/
BL/Stocks_rt.csv
BL/BLmodel2.m
BL/BLmodel.m
BL/Practice 4(1).zip
BL/mkt_wgt.csv
BL/MomentsEstimator_BL.m
BL/MomentsEstimator_TB.m
BL/ObjSR.m
BL/Practice 4.pdf
BL/ret_mthly.csv
BL/ROmodel.m
BL/snp_mthly.csv
BL/BLmodel (2).m
BL/FTSE100.csv
BL/GB_rf.csv
BL/MKT_CAP_WGT.csv
BL/BL_data.txt
BL/BL_wgt.txt
BL/capm.m
BL/BLmodel (3).m
BL/Stocks_rt_MOM.csv
BL/Practice 4(1)/
BL/Practice 4(1)/ObjSR.m
BL/Practice 4(1)/Practice 4.pdf
BL/Practice 4(1)/__MACOSX/
BL/Stocks_rt.csv
BL/BLmodel2.m
BL/BLmodel.m
BL/Practice 4(1).zip
BL/mkt_wgt.csv
BL/MomentsEstimator_BL.m
BL/MomentsEstimator_TB.m
BL/ObjSR.m
BL/Practice 4.pdf
BL/ret_mthly.csv
BL/ROmodel.m
BL/snp_mthly.csv
BL/BLmodel (2).m
BL/FTSE100.csv
BL/GB_rf.csv
BL/MKT_CAP_WGT.csv
BL/BL_data.txt
BL/BL_wgt.txt
BL/capm.m
BL/BLmodel (3).m
BL/Stocks_rt_MOM.csv
BL/Practice 4(1)/
BL/Practice 4(1)/ObjSR.m
BL/Practice 4(1)/Practice 4.pdf
BL/Practice 4(1)/__MACOSX/
本网站为编程资源及源代码搜集、介绍的搜索网站,版权归原作者所有! 粤ICP备11031372号
1999-2046 搜珍网 All Rights Reserved.