![photo](/responsive_image/150/150/0/0/0/cache/matlabcentral/profiles/3684706_1522097571818_DEF.jpg)
Kevin van Berkel
Vrije Universiteit
Followers: 0 Following: 0
student msc finance
Statistics
RANK
120 280
of 293 489
REPUTATION
0
CONTRIBUTIONS
20 Questions
15 Answers
ANSWER ACCEPTANCE
35.0%
VOTES RECEIVED
0
RANK
of 20 033
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 148 733
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Feeds
Question
How to turn this script into a three assets strategy?
Hello all, I need some help to turn this script in a three assets (two risky assets, 1 riskfree asset) strategy. http://ww...
ungefär 11 år ago | 0 answers | 0
0
answersQuestion
Dynamic portfolio optimization problem
Hi all, To compute the portfolio weights of 2 risky and 1 risk-free asset, I took the following steps: For the risky asset...
ungefär 11 år ago | 0 answers | 0
0
answersQuestion
Adding a extra variable to a model
Hi guys, I have the following model: function [R_e, dp] = VAR_CRSP(M,T,r_f); ...
ungefär 11 år ago | 2 answers | 0
2
answersQuestion
plotting the outcomes of a matrix
Goodmorning all! I would like to plot the outcomes of my matrix and I need your help on this one. I've got a matrix, "x1"...
ungefär 11 år ago | 1 answer | 0
1
answerIndex exceeds matrix dimensions
This should capture the multiple assets included.. But it's more a gues..
ungefär 11 år ago | 0
Question
Index exceeds matrix dimensions
Hello all, Anyone knows what goes wrong? I receive this error: Index exceeds matrix dimensions. on the following code:...
ungefär 11 år ago | 2 answers | 0
2
answersB must have same rows of A
So, X = [ones(M,1); z(t,1); z(t,1).^2]; abeta = bisquare(X, r(:,t+1),k); in here the problem must be somewhere, since...
ungefär 11 år ago | 0
B must have same rows of A
Hi Cyclist, Sorry for my late response. I tried numerous ways to resolve it, even with lscov but it still does not work. ...
ungefär 11 år ago | 0
Question
B must have same rows of A
Hi guys, I constantly receive these errors: Error using lscov (line 105) B must have the same number of rows as A. ...
ungefär 11 år ago | 4 answers | 0
4
answersQuestion
Index out of bounds
Hi guys, I need your help once more! The error is: index out of bounds because size(z)=[22719,1]; So this is my code w...
ungefär 11 år ago | 2 answers | 0
2
answersQuestion
Vector auto regressive (VAR) model with 2 endogeneous variables to V(AR) model with one endogenous variable
Hi Guys, I'm trying to apply my data to a study and I use matlab to resolve my problem. The thing is that I want to transfer ...
mer än 11 år ago | 0 answers | 0
0
answersQuestion
Transfer a risky asset and a risk-free asset to a Vector Auto Regression (VAR) model in matlab
Hi all, For my research, I need to transfer the returns from a risk-free asset and a risky asset (mom) to a vector auto regre...
mer än 11 år ago | 0 answers | 0
0
answersNot enough input arguments
Thanks Robert you really helped me out, got a nice 1000*20 matrix which contains numbers! Still got some questions though: ...
mer än 11 år ago | 0
Not enough input arguments
Hi, I adjusted the code in this way, according to Robert: It looks like this now and it is actually running: function...
mer än 11 år ago | 0
Not enough input arguments
Hi guys, thanks for your quick replies! To Robert: My purpose is to simulate stock returns according to a VectorAutoReg...
mer än 11 år ago | 0
Question
Not enough input arguments
Hi all, the following code yields me this error: Not enough input arguments in line 1. this is the code: function ...
mer än 11 år ago | 6 answers | 0
6
answersQuestion
Var model asset path simulation
Hi all, I am trying to replicate a study applied to my own data. This is the case: I have a portfolio which contains a...
mer än 11 år ago | 0 answers | 0
0
answersQuestion
Dynamic asset allocation with the following code
Hello all, Thanks to Semin, I obtained this code from file exchange: function [Yiv, Eiv] = indivfc(X, y, m, rol, lag, di...
mer än 11 år ago | 0 answers | 0
0
answersNested for loop portfolio optimization
Hi Matt, thanks for your response. s = size(A); C = zeros(s); for j1 = 1:s(1) C(j1,:) = A(j1,:)*B((j1-1)*s(2)...
mer än 11 år ago | 0
Question
How can I make a dynamic portfolio allocation with the following code?
Hello all, Thanks to Semin, I obtained this code from file exchange: function [Yiv, Eiv] = indivfc(X, y, m, rol, lag, di...
mer än 11 år ago | 0 answers | 0
0
answersQuestion
Nested for loop portfolio optimization
Hi guys, I am probably doing something utterly silly which holds me back from retrieving the desired results. I have two m...
mer än 11 år ago | 1 answer | 0
1
answerLoop for nested matrix multiplication
Hello Matt, thanks for your effort but Andrei's solution is more suitable to me. Andrei, thanks again, got it running perfec...
mer än 11 år ago | 0
Loop for nested matrix multiplication
*Relocated to Comment by Matt J*
mer än 11 år ago | 0
Question
Loop for nested matrix multiplication
Hello guys, My problem is the following. I have two matrices: a 155*3 matrix and a 465*3 matrix. I have to multiply each...
mer än 11 år ago | 5 answers | 0
5
answersInverse of a covariance matrix (loop)
Andrei you are a legend. Works perfect, thank you very much!
mer än 11 år ago | 0
Question
Inverse of a covariance matrix (loop)
Hi all, I am stuck to create a loop which yields inverse of covariance matrices. Data description: I have the returns o...
mer än 11 år ago | 2 answers | 0