| Date | Link | Tags | Clicks | Descriptions | Ratings |
|---|---|---|---|---|---|
| 8 Dec 2011 |
CAPM - Capital Asset Pricing Model in MATLAB
CAPM - Capital Asset Pricing Model Contributed by: Stuart Kozola
|
capital ass..., capm, mean-varian..., modern port..., mpt | 53 | 1 | |
| 26 Oct 2012 |
Optimization of Hydroelectric Flow with MATLAB
Three techniques for finding a control strategy for optimal operation of a hydroelectric dam. Contributed by: Linda Webb
|
quadprog, constrained..., derivative..., gradient, hessian | 34 | 1 | |
| 1 Feb 2013 |
Porfolio analysis with MATLAB using the Black-Litterman model
Resources, code and guidance for practitioners using the Black-Litterman model in MATLAB Contributed by: Steve Wilcockson
|
analyze risk, asset alloc..., black-litte..., computation..., financial s... | 42 | 1 | |
| 8 Dec 2011 |
Portfolio Optimization in MATLAB
Portfolio Optimization: Analyze and optimize portfolios of assets Contributed by: Stuart Kozola
|
capm, optimization, portfolio o... | 102 | 1 |