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
This folder has some scritps that you may find usefull.
All of it comes from questions that I ve received in my email.
If you have a new request/question, feel free to send it to marceloperlin@gmail.com.
But please, don t ask me to do your homework.
Passing_your_param0
This folder contains instructions (and m files) for passing you own initial parameters to the fitting function.
I also included a simple simulation script that will create random initial coefficients
(under the proper bounds) and fit the model to the data.
The control uses javascript to handle number formatting as you keep typing and does the validation as well. For one of our requirement, we needed a javascript based control that did formatting as the users kept typing. Google search only yielded script that did formatting on focus change events only. So I went about creating a new control myself.
