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markowitz
- This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns
TP0
- 基于T+0情况下的模拟炒股系统，应用马科维茨投资组合理论分配投资比例-Based on T+0 stocks in case of simulation systems, applications, distribution of Markowitz portfolio theory investment ratio
Markowitz
- 带最小交易单位的Markowitz模型及算法With the minimum trading unit of the Markowitz model and algorithm-With the minimum trading unit of the Markowitz model and algorithm
efficient-frontier
- 马克维茨有效边界检验，分为有无风险利率和有无风险利率两类-Markowitz efficient frontier inspection, into whether the interest rate risk interest rate risk and the availability of two types of
hw_1_Markowitz_01
- 一個簡單的小程式用於建構Markowitz投資組合。-This program is used for modeling Markowitz portfolio.
portfolio-code
- markowitz 均值方差模型 Black-litterman 模型 resample模型 robust模型-markowitz mean-variance model Black-litterman model resample model robust model
cal
- An effieicnt matlab m code for solving the optimun capital allocation in the field of Markowitz portfolio optimization.
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
portcode
- 有效前沿程序，用matlab求解马科维兹均值方差，画出有效前沿，投资组合(Effective frontier program, using matlab to solve markowitz mean variance, draw effective frontier, investment portfolio)
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.)
lecture17_portfolioOptimization
- 本段代码使用quantOS系统实现了Markowitz资产组合优化，并画出有效前沿。并比较两组股票组合有效前沿的差异(This code uses the QuantOS system to implement Markowitz portfolio optimization and draws a valid frontier. And compare the difference between the effective frontiers of the two stock combina
马科维茨曲线
- 可以使用变成画出双支马科维茨曲线（模拟描点方法）(Can be used to draw a two branch Markowitz curve (simulated point tracing method))