Using MATLAB to Optimize Portfolios with Financial Toolbox

Version 1.0.0.1 (118 KB) by Bob Taylor
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.
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Updated 1 Sep 2016

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A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Optimize Portfolios with Financial Toolbox." The scripts demonstrate features of the Portfolio object and follows with case studies that demonstrate how to customize the tools for different tasks, including Sharpe/information ratio optimization and 130/30 portfolios. A readme.txt. file in the .zip folder describes how to use the scripts.

Cite As

Bob Taylor (2026). Using MATLAB to Optimize Portfolios with Financial Toolbox (https://in.mathworks.com/matlabcentral/fileexchange/31290-using-matlab-to-optimize-portfolios-with-financial-toolbox), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
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portfoliodemo/

portfoliodemo/@PortfolioDemo/

Version Published Release Notes
1.0.0.1

Updated license
1.0.0.0