Getting Started with Portfolio Optimization (Files for Video Demo)

Version 1.2.0.0 (26.7 KB) by MathWorks Quant Team
Files for demonstrating how to perform portfolio optimization
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Updated 12 Sep 2017

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The files are designed to show how to perform portfolio optimization, obtain optimal portfolio, and visualize efficient frontier. The video demo is located here: https://www.mathworks.com/videos/getting-started-with-portfolio-optimization-68762.html
Note that you need to download labelpoints from FileExchange too.

Cite As

MathWorks Quant Team (2026). Getting Started with Portfolio Optimization (Files for Video Demo) (https://se.mathworks.com/matlabcentral/fileexchange/60433-getting-started-with-portfolio-optimization-files-for-video-demo), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
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Acknowledgements

Inspired by: labelpoints

Version Published Release Notes
1.2.0.0

Remove Yahoo API and simplify the example.
1.1.0.0

Adjust the dates for downloading data without missing values and add screenshot
1.0.0.0