搜索资源列表
markowitz
- This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns
beta_estimation
- Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
portfolio_efficient_frontier
- Matlab program to plot efficient frontier and minimum variance portfolio
ga
- Genetic algorithm to find optimal return-ordered portfolio
ConstrainedOptimization
- Constrained optimization has been explained with matlab 2007a. This has been explained with various benchmark functions. The main program can be directly applied to knapsack problem and portfolio optimization problem directly. These programs have b
cf901GroupA-VaR
- portfolio optimization
Portfolio.Management.Formulas
- Vince,.Ralph.-.Portfolio.Management.Formulas 金融资产组合管理介绍 it was a book about mathemati- cal tools This is a book about machines.-Vince,.Ralph.-.Portfolio.Management.Formulas This was a book about mathemati- cal tools This is a book about
Advanced-Portfolio-Optimization
- 证券投资组合分析技术，matlab最优化-University of Geneva Develops Advanced Portfolio Optimization Techniques with MathWorks Tools
portfolio-problem
- 企业已拥有定量资金，准备投资，有多个可供投资的项目，并可预知可供投资的项目的资金需求和投资回报率，求回报率最大化的投资组合。运用队列实现。-The companies already have quantitative funds are prepared to invest more available for investment in the project, can predict the demand for funds available for investment project
Portfolio-Optimizer-Tool
- ＣＡＰＭ模型的Matlab实现程序。用于计算最优证券组合的配置和权重。-CAPM model of Matlab procedures. Used to calculate the optimal portfolio configuration and weight.
portfolio
- matlab file for portfolio
efficient-portfolio
- 主要是根据马克维茨的投资组合理论求出有效边界，并确定其权重，分为允许和不允许卖空-efficient portfolio
portfolio-simulation
- 书籍源码: Financial Risk Modelling and Portfolio Optimisation with R ch10. Portfolio simulation EX1-5 Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descr iptive statistics of returns
portfolio-optimization-matlab
- this file consists of matlab codes for portfolio optimization, codes are complete and a compelte example with some tests are included
multiperiod-portfolio
- 马科维茨包含多种风险约束的多阶段投资组合遗传算法代码,-Markowitz portfolio of multi-stage genetic algorithm code
fund-portfolio-analysis
- 基于MATLAB的基金组合与业绩分析的源代码-fund portfolio analysis
Portfolio-Optimization
- Portfolio Optimization matlab code
Machine Learning and Portfolio Optimization
- 机器学习在量化投资领域的综述，涉及组合优化理论、及机器学习的相关算法。(Machine Learning and Portfolio Optimization)
portfolio
- Portfolio page. Can be used for personal use.Used html,css,bootstrap,js.
Portfolio optimization
- 这个问题早在1952年马科维茨（Markowitz）就给出了答案，即：投资组合理论。根据这个理论，我们可以对多资产的组合配置进行优化。(This issue was answered by Markowitz in 1952 (Markowitz): portfolio theory. According to this theory, we can optimize the portfolio allocation of multiple assets.)