Simple Portfolio Optimization Methods

Myopic, Constant or Buy-and-Hold and Dynamic Strategies to calculate the optimal portfolio weight.

Version 1.0.0 (7.65 KB)
1.4K Downloads
(1)
11 Feb 2012
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Cite As

Semin Ibisevic (2026). Simple Portfolio Optimization Methods (https://in.mathworks.com/matlabcentral/fileexchange/35039-simple-portfolio-optimization-methods), MATLAB Central File Exchange. Retrieved .

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Find more on Portfolio Optimization for Asset Allocation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more