Portfolio Optimization

• Portfolio Optimization and efficient frontier using MATLAB.

• This project is a part of assignment for COMP6212 Computational Finance course, 2nd semester, MSc AI, University of Southampton.

Name		Name	Last commit message	Last commit date
Latest commit History 8 Commits
GATracker		GATracker
builtins		builtins
commands		commands
data		data
doc		doc
examples		examples
functions		functions
gurobi		gurobi
keywords		keywords
lib		lib
mosek		mosek
sdpt3		sdpt3
sedumi		sedumi
sets		sets
shims		shims
structures		structures
Contents.m		Contents.m
GPL.txt		GPL.txt
LICENSE.txt		LICENSE.txt
MANIFEST		MANIFEST
README.md		README.md
README.txt		README.txt
cvx_error.m		cvx_error.m
cvx_grbgetkey.m		cvx_grbgetkey.m
cvx_license.p		cvx_license.p
cvx_setup.m		cvx_setup.m
cvx_startup.m		cvx_startup.m
cvx_version.m		cvx_version.m
naiveMV.m		naiveMV.m
naiveMV_CVX.m		naiveMV_CVX.m
portfolioAverageReturn.m		portfolioAverageReturn.m
portfolioError.m		portfolioError.m
portfolioSharpeRatio.m		portfolioSharpeRatio.m
q_1.m		q_1.m
q_1a.m		q_1a.m
q_1b.m		q_1b.m
q_2.m		q_2.m
q_2a.m		q_2a.m
q_3.m		q_3.m
q_3a.m		q_3a.m
q_3b.m		q_3b.m
q_3c.m		q_3c.m
q_4a.m		q_4a.m
q_4b.m		q_4b.m
sparseIndexTracking.m		sparseIndexTracking.m
test.m		test.m

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