A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it

Packet : 57578846bcs.zip filelist
BCSbacktest.m
BCSbacktest2.m
BCSdrawdown.m
BCSestimate.m
BCSfrontier.m
BCSportfolio.m
BCSturnover.m
BCSwebinar.m
BlueChipStocks.mat
BlueChipStocksR13.mat
readme.txt
source/
source/DJIAestimate.m
source/ecmninit.m
source/ecmnmle.m
source/ecmnobj.m
source/maxdrawdown.m

• We are an exchange download platform that only provides communication channels. The downloaded content comes from the internet. Except for download issues, please Google on your own.
• The downloaded content is provided for members to upload. If it unintentionally infringes on your copyright, please contact us.
• Please use Winrar for decompression tools
• If download fail, Try it againg or Feedback to us.
• If downloaded content did not match the introduction, Feedback to us，Confirm and will be refund.
• Before downloading, you can inquire through the uploaded person information

Nothing．