利用马科维茨的均值方差两步法分析最优投资组合
资源文件列表
8_StaticPortfManagement/ComRets2Prices.m , 427
8_StaticPortfManagement/DB.mat , 78677
8_StaticPortfManagement/Dy2Prices.m , 443
8_StaticPortfManagement/EfficientFrontier.m , 2777
8_StaticPortfManagement/EfficientFrontierQPPrices.m , 2668
8_StaticPortfManagement/EfficientFrontierQPRets.m , 2734
8_StaticPortfManagement/EfficientFrontierQPRetsBench.m , 2701
8_StaticPortfManagement/PlotFrontier.m , 623
8_StaticPortfManagement/StockSeries.mat , 8528
8_StaticPortfManagement/S_MVBenchmark.m , 6607
8_StaticPortfManagement/S_MVCalls.m , 1764
8_StaticPortfManagement/S_MVHorizon.m , 4194
8_StaticPortfManagement/S_MVOptimization.m , 5975