Matlab

代码说明：

  使用Matlab开发投资组合优化模型,组合优化(MATLAB)

文件列表：

使用Matlab开发投资组合优化模型
..............................\BCSbacktest.m
..............................\BCSbacktest2.m
..............................\BCSdrawdown.m
..............................\BCSestimate.m
..............................\BCSfrontier.m
..............................\BCSportfolio.m
..............................\BCSturnover.m
..............................\BCSwebinar.m
..............................\BlueChipStocks.mat
..............................\BlueChipStocksR13.mat
..............................\readme.txt
..............................\source
..............................\......\DJIAestimate.m
..............................\......\ecmninit.m
..............................\......\ecmnmle.m
..............................\......\ecmnobj.m
..............................\......\maxdrawdown.m