MATLAB Answers

Portfolio optimisation-Urgent help

1 view (last 30 days)
Show older comments
Jooyoung Nam
Jooyoung Nam on 7 Jun 2017
  • 0
Answered: Shruti Shivaramakrishnan on 14 Jun 2017
I have a list of stocks, expected return/downside return for each stock. Ignore risk(vol, correlation) I would like to get optimal weights for each stock to maximise expected return and to minimise downside return. can anyone help this? I am a Matlab beginner so any help will be appreciated.

Sign in to answer this question.

Answers (1)

Shruti Shivaramakrishnan
Shruti Shivaramakrishnan on 14 Jun 2017
我相信下面的链接应该是一个ble to provide you with further guidance regarding the query: //www.tatmou.com/help/finance/portfolio-optimization-theory-mv.html
The videos at the bottom of the specified page can prove to be a powerful resource when beginning to learn more about Portfolio Optimization

Categories

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!