Bob Taylor

MathWorks

Active since 2016

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Submitted

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

8 years ago | 2 downloads |

Submitted

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

8 years ago | 9 downloads |

Submitted

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

8 years ago | 18 downloads |

Submitted

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

8 years ago | 3 downloads |

Submitted

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

8 years ago | 5 downloads |