. zip文件包含一系列的脚本中使用MathWorks研讨会”和CVaR分析投资策略组合在MATLAB优化。”The scripts demonstrate features of the PortfolioCVaR and Portfolio objects for normative analysis of a covered-call strategy. A readme.txt. file in the .zip folder describes how to use the scripts.
引用作为
鲍勃·泰勒(2022)。分析投资策略和CVaR组合优化(//www.tianjin-qmedu.com/matlabcentral/fileexchange/39449-analyzing-investment-strategies-with-cvar-portfolio-optimization), MATLAB中央文件交换。检索。
MATLAB版本兼容性
创建R2012b
兼容任何释放
