Interactive Efficient Frontier Viewer
Sin licencia
Demonstrates the use of MATLAB's nested functions to create graphical tools with little coding. This example creates an efficient frontier from supplied data (or generates random returns if no inputs are supplied) and then allows the user to move a crosshair along the efficient frontier to view the weights for the selected portfolio.
This example is similar in functionality to "Efficient Frontier GUI" but the code is less intimidating for new users. It invokes the "portopt" function from MATLAB's Financial Toolbox to create the efficient frontier.
Citar como
Paul Taylor (2024). Interactive Efficient Frontier Viewer (https://www.mathworks.com/matlabcentral/fileexchange/10949-interactive-efficient-frontier-viewer), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
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Inspirado por: Efficient Frontier GUI
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Versión | Publicado | Notas de la versión | |
---|---|---|---|
1.0.0.0 | Improved description of application. |