Interactive Efficient Frontier Viewer

Efficient Frontier Viewer using nested functions
2,5K Descargas
Actualizado 15 may 2006

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
Se creó con R2006a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Portfolio Optimization and Asset Allocation en Help Center y MATLAB Answers.
Agradecimientos

Inspirado por: Efficient Frontier GUI

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Versión Publicado Notas de la versión
1.0.0.0

Improved description of application.