搜索资源列表
financialcomputation
- 投资学的matlab课件，可以划出漂亮的组合前沿，并且有详细讲解-Investment in Matlab courseware can draw pretty good combination forward, and a detailed account
jstock-1.0.2-src
- JStock是一个免费股市软件，它支持多个国家的股市。它提供实时股票信息，指标编辑，投资组合管理和市场聊天功能。-JStock is a free stock market software, it supports a number of national stock market. it provides real-time stock information, indicators editing, portfolio management and market chat.
2-1
- 怎样通过编程来实现计算投资组合的收益，这个例子给出说明-How to achieve through the program to calculate the proceeds of the investment portfolio
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
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
esvga
- 遗传算法求解离散问题投资组合,matlab编程实现！-GA for profit combination
project1-2
- CAPM数值模拟，根据股票的收盘价格寻找最优投资组合，很实用，选修数理金融时的小小project-can be used to find the best portfolio based on CAPM
blacklitterman
- 在投资组合方面很牛的Black-Litterman 策略函数的java版本，可在一个视图中计算预期收益。-This class encapsulates the top level Black-Litterman functionality in terms of backing the risk version out of the market portfolio, and then on to calculating the expected return with views.
example3_6
- 计算投资组合需要多少期货市场合约对冲的数量-beta hedging contracts calculation
Minimum-Variance
- 以最小方差的方式将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-By way of minimum variance portfolio in 20 stocks and risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
Mean-Variance
- 以最大化收益方差比的方式将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-To maximize earnings variance ratio manner portfolio 20 risk-free rate and equity products optimized manner, and with the value of Sharp and other data to uate the pros and cons
BL
- 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
TB
- 以Treynor Black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-Way to Treynor Black 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
RO
- 以Robust Optimisation的方式结合TB和BL模型将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-Robust Optimisation way to combine TB and BL model portfolio of 20 stocks and the risk-free interest rate products optimized manner, and with the value of Sharp and other data
fund-evaluation
- 金融数量分析（第三版）的基金评价与投资组合绩效评估。-Financial analysis (third edition) number of fund uation and portfolio performance uation.
R
- 1、根据财务因子选择10只股票，具体财务因子不限；2、运用投资组合理论建立投资组合，计算出每只股票的权重（协方差、相关系数）；3、将构建的投资组合收益率与指数对比，计算看是否存在超阿尔法收益；4、将构建的投资组合收益率序列建立模型（ARMA、GARCH等），并预测未来一周、一月的收益率；(1, according to the financial factor selection of 10 stocks, the specific financial factor is not limited
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.)
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.)