Risk manager for mutual funds

Calculates risk metrics using RiskMetrics 1996 paper by J.P. Morgan methodology

Version 1.0.0 (45.7 KB)
532 Downloads
(0)
5 May 2015
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  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Mario Santos (2026). Risk manager for mutual funds (https://se.mathworks.com/matlabcentral/fileexchange/50745-risk-manager-for-mutual-funds), MATLAB Central File Exchange. Retrieved .

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Find more on Risk Management Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more