Bob Taylor

MathWorks

Active since 2016

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Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.

mer än 8 år ago | 6 downloads |

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Submitted


Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.

mer än 8 år ago | 7 downloads |

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Submitted


Using MATLAB to Develop Macroeconomic Models
Analyze a stylized version of the Smets-Wouters model for the United States economy.

mer än 8 år ago | 18 downloads |

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Submitted


Using MATLAB to Develop Asset-Pricing Models
Scripts to build and test Fama & French three-factor model.

mer än 8 år ago | 5 downloads |

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Submitted


Using MATLAB to Develop Portfolio Optimization Models
Scripts to create time-evolving efficient frontiers and to backtest results.

mer än 8 år ago | 4 downloads |

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