Using MATLAB to Develop Asset-Pricing Models Using MATLAB to Develop Asset-Pricing Models - Scripts to build and test Fama & French three-factor model.
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Using MATLAB to Develop Portfolio Optimization Mod Using MATLAB to Develop Portfolio Optimization Models - Scripts to create time-evolving efficient frontiers and to backtest results.
Price: $Freeware, Rating: 10, Downloads: 1186 Download
