DocumentCode
2183722
Title
Analyze Efficient Frontier of the Asset Portfolio Briefly: Based on MATLAB
Author
Chen, Yan ; Jin, Yingji
Author_Institution
Manage. Coll., Changshu, China
fYear
2010
fDate
24-26 Aug. 2010
Firstpage
1
Lastpage
4
Abstract
It is very crucial to study financial products in view of financial products emerge in endlessly along with development of the financial market. So, it receives more and more attention from the society about researching how to manage financial assets seriously and scientifically and how to measure asset risk. Now, Application of software MATLAB in the financial area has received much more attention. Both mean-variance and stochastic simulation method are adopted to analyze risk of asset portfolio and income from application of MATLAB in view of asset portfolio, which looks forward to provide reference for efficient frontier of the investment portfolio.
Keywords
investment; mathematics computing; stochastic processes; asset portfolio analysis; financial market; financial products; investment portfolio; mean-variance method; software MATLAB; stochastic simulation method; Analytical models; Biological system modeling; Covariance matrix; Investments; MATLAB; Portfolios; Security;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2010 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-5325-2
Electronic_ISBN
978-1-4244-5326-9
Type
conf
DOI
10.1109/ICMSS.2010.5577621
Filename
5577621
Link To Document