文件名称:BCS
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- 上传时间:2008-10-13
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文件大小:196.04kb
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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
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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/
source/DJIAestimate.m
source/ecmninit.m
source/ecmnmle.m
source/ecmnobj.m
source/maxdrawdown.m
BCSbacktest2.m
BCSdrawdown.m
BCSestimate.m
BCSfrontier.m
BCSportfolio.m
BCSturnover.m
BCSwebinar.m
BlueChipStocks.mat
BlueChipStocksR13.mat
readme.txt
source/
source/DJIAestimate.m
source/ecmninit.m
source/ecmnmle.m
source/ecmnobj.m
source/maxdrawdown.m
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