Using MATLAB to Develop Portfolio Optimization Models

Scripts to create time-evolving efficient frontiers and to backtest results.

Version 1.0.0 (197 KB)
17.7K Downloads
(7)
1 Sep 2016
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    Requires R2026b and later. Learn more
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  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Bob Taylor (2026). Using MATLAB to Develop Portfolio Optimization Models (https://se.mathworks.com/matlabcentral/fileexchange/8591-using-matlab-to-develop-portfolio-optimization-models), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Portfolio Optimization for Asset Allocation 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

Updated license
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0-0

...
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more