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
ef01
- An effieient matlab program code for plotting the minimum vaiance froniers under different scenarios in the field of portfolio optimization.
cal
- An effieicnt matlab m code for solving the optimun capital allocation in the field of Markowitz portfolio optimization.
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.
MATLAB-portfolio
- 证卷投资组合优化系统，用MATLAB实现-This toolbox is designed to realize the optimization of Portfolios
DEMO
- 基于Matlab和Wind SQL数据库的通用选股策略回测程序 -DMO for stock portfolio back test base on Matlab and Wind SQL
potfolio
- 使用matlab语言验证马科维兹的有效组合理论，应用于金融专业(Verify Portfolio theory in Matlab to use widely in Finance.)