Community Profile

Bob Taylor

MathWorks

Active since 2016

Statistics

  • Personal Best Downloads Level 2
  • First Review
  • 5-Star Galaxy Level 4
  • First Submission

View badges

Content Feed

View by

Submitted


Analyzing Investment Strategies with CVaR Portfolio Optimization
Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox.

7 years ago | 1 download |

Thumbnail

Submitted


Using MATLAB to Optimize Portfolios with Financial Toolbox
Scripts and data to demonstrate the new Portfolio object in Financial Toolbox.

7 years ago | 6 downloads |

Thumbnail

Submitted


Using MATLAB to Develop Macroeconomic Models
Analyze a stylized version of the Smets-Wouters model for the United States economy.

7 years ago | 18 downloads |

Thumbnail

Submitted


Using MATLAB to Develop Asset-Pricing Models
Scripts to build and test Fama & French three-factor model.

7 years ago | 8 downloads |

Thumbnail

Submitted


Using MATLAB to Develop Portfolio Optimization Models
Scripts to create time-evolving efficient frontiers and to backtest results.

7 years ago | 5 downloads |

Thumbnail