Number of Effective Bets Codes
These codes are all created for my Honours Project in Advanced Matematics of Finance.
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
The codes are used to calculate the diversification of an investment portfolio using the number of effective bets diversification measure. Three portfolios are also constructed and take n through time using South African assets as represented by the appropriate indexes.
Cite As
Karabo Lekwana (2026). Number of Effective Bets Codes (https://au.mathworks.com/matlabcentral/fileexchange/65207-number-of-effective-bets-codes), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Managing Diversification
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.0.0.0 (8.7 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
