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cgroll / ModernPortfolioTheory

This is the common repository for the LMU course "Modern Portfolio Theory with Matlab"
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analyze portfolio returns #17

Closed cgroll closed 10 years ago

cgroll commented 10 years ago

for table of portfolio returns, get:

mffuser commented 10 years ago

sharpe ratio fixed with 8e63e9c9140ca6c9917fdd33c4ffe7fa50c67486