Visualisation of N-Asset Portfolio in Matlab

Visualisation of N-Asset Portfolio in Matlab

22 October 2014, 05:23
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Many of you who wished to use the Matlab’s Financial Toolbox for portfolio visualization most probably realised that something was wrong.

Not every time the annualised risk and return for different time-series matched with what was expected.

Below you can find an improved piece of code which does the job correctly.

Read more -> Sources. 

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