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cgroll
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ModernPortfolioTheory
This is the common repository for the LMU course "Modern Portfolio Theory with Matlab"
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evaluate mu / sigma estimation
#31
cgroll
opened
10 years ago
0
simulation study
#30
cgroll
opened
10 years ago
0
merge scripts
#29
cgroll
closed
10 years ago
2
could diversification and diversificationM be merged?
#28
cgroll
closed
10 years ago
7
gini coefficient with shortselling
#27
cgroll
closed
10 years ago
6
sharpe ratio unit tests
#26
cgroll
opened
10 years ago
0
compare portfolio sharpe ratio to asset sharpe ratios
#25
cgroll
opened
10 years ago
0
pictures to set portfolio returns into comparison to individual assets
#24
cgroll
closed
10 years ago
0
calculate maximum drawdown
#23
mffuser
closed
10 years ago
7
diversification measures
#22
mffuser
closed
10 years ago
3
function to get random portfolio weights
#21
mffuser
closed
10 years ago
0
restructure folders
#20
cgroll
closed
10 years ago
1
loadIntRat function to load interest rates into matlab
#19
cgroll
closed
10 years ago
1
portfolio re-balancing and transaction costs
#18
cgroll
opened
10 years ago
2
analyze portfolio returns
#17
cgroll
closed
10 years ago
1
calculate portfolio returns
#16
cgroll
closed
10 years ago
1
write embed function
#15
cgroll
closed
10 years ago
0
refactor checkWeights function
#14
cgroll
closed
10 years ago
0
descriptive statistics about data
#13
mffuser
closed
10 years ago
1
create equally weighted benchmark strategy
#12
cgroll
opened
10 years ago
0
conduct principal component analysis
#11
cgroll
opened
10 years ago
0
analyze fama french factor models
#10
cgroll
opened
10 years ago
0
bring in fama and french data
#9
cgroll
opened
10 years ago
0
bring in interest rate data for sharpe ratio
#8
cgroll
closed
10 years ago
0
bring in interest rate data for sharpe ratio
#7
cgroll
closed
10 years ago
0
write function that checks weights
#6
cgroll
closed
10 years ago
0
should investments entail dates?
#5
cgroll
closed
10 years ago
1
write functions to load data in matlab
#4
cgroll
closed
10 years ago
0
test performance of table datastructure
#3
cgroll
closed
10 years ago
1
bring in data
#2
cgroll
closed
10 years ago
0
readme better windows instructions
#1
mffuser
closed
10 years ago
0