Portfolio Optimisation using MATLAB Builder 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Aug 14, 2007
Size downloadDownloads : 6
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This demo uses functions from the Financial Toolbox ...

This demo uses functions from the Financial Toolbox to perform mean-variance portfolio optimization and generate an efficient frontier. The graphical interface is written using the java Swing libraries, and the underlying mathematics is performed by a MATLAB-generated Java component. Plots of graphs are generated by MATLAB and shown in the Java GUI by printing the MATLAB figure to memory (as an RGB image), and pasting this image into a Java window.
The demo imports the closing prices of a selection of stocks from an Excel spreadsheet. The format of the spreadsheet is as follows:
Row 1: Names of stocks
Column 1: Dates
We then calculate a set of asset investment weights such that we minimize the overall portfolio risk for a specified portfolio return. (Portfolio risk is synonymous to the variance of the portfolio. ) The user is able to specify the expected return for each individual asset, and also the minimum and maximum weighting for each asset in the portfolio.
The Efficient Frontier shows the intersection of the portfolios with minimum variance and the portfolios with maximum return. An investor will try to place their portfolio on the Efficient Frontier, in order to ensure that they can achieve the lowest risk portfolio for a given return.
Demands:
• MATLAB Release: R2006b
• Financial Toolbox
matlab_builder for Java
• MATLAB Compiler

Portfolio Optimisation using MATLAB Builder 1.0 scripting tags: matlab builder, optimisation, risk, java, portfolio, portfolio optimisation, return, earth sciences, asset. What is new in Portfolio Optimisation using MATLAB Builder 1.0 software script? - Unable to find Portfolio Optimisation using MATLAB Builder 1.0 news. What is improvements are expecting? Newly-made Portfolio Optimisation using MATLAB Builder 1.1 will be downloaded from here. You may download directly. Please write the reviews of the Portfolio Optimisation using MATLAB Builder. License limitations are unspecified.