Portfolio Simulation and Quadratic Programming - Maple Application Center

Portfolio Simulation and Quadratic Programming - Maple Application Center

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Application Center Applications Portfolio Simulation and Quadratic Programming

Portfolio Simulation and Quadratic Programming

Author

: marcus .

Engineering software solutions from Maplesoft

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We will in this maple worksheet explore portfolio theory and quadratic optimization.
We will start by simulating some data for 50 stocks and then optimize the portfolio.
We will also use empirical data to backtest our portfolio strategy.

Application Details

Publish Date: January 03, 2011
Created In: Maple 13
Language: English

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