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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..., mean-varian..., capm, modern port..., mpt 97 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 76 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... 146 1
8 Dec 2011 Portfolio Optimization in MATLAB

Portfolio Optimization: Analyze and optimize portfolios of assets

Contributed by: Stuart Kozola
capm, optimization, portfolio o... 180 1

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