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 Description: Experimental Name: Portfolio Analysis Experimental nature: comprehensiveness and research exploration The purpose of the experiment is to skillfully use the portfolio toolbox, learn to construct effective frontier portfolio method, grasp the best investment portfolio calculation method, and give the value of portfolio VaR. Experimental tasks: select stock and download data from Wan De, calculate the expected return, standard deviation and covariance of securities, set up a set of constraints, construct the optimal portfolio and calculate the Var value of the portfolio. Experimental equipment: computer Experimental software: Matlab2013 Wind database A group of stocks is selected as investment target, and a portfolio is constructed. By estimating the mean value, variance and covariance of the yield, we calculate the portfolio weight, value at risk and draw effective frontier.
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matlab
matlab\SY2.m 614 2017-12-26
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matlab\新建文件夹 (2)\MATLAB简介及基本语法(第一章).pptx 1088016 2017-09-07
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matlab\附件5-2017秋非试卷考核形式备案表(实验金融学闫会强).docx 22884 2017-12-26

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