加入投资者主观观点优化后的资产配置模型 —— Black LITterman 模型
资源文件列表
article/Implemening Portfolio Optimization Models in MATLAB-website - May 2013.pdf , 693348
code/BLScript.m , 3142
code/capm2.xls , 33280
code/compareWeights.m , 1139
code/djia.mat , 3567
code/djiadata.mat , 70639
code/djiaData.xlsx , 20876
code/fredData.mat , 1222
code/PortfolioBL.m , 4306
code/View.fig , 20906
code/View.m , 34484
images/1.jpg , 39359
images/2.jpg , 25355
images/3.jpg , 49784
license.txt , 1528