Title :
Analyze Efficient Frontier of the Asset Portfolio Briefly: Based on MATLAB
Author :
Chen, Yan ; Jin, Yingji
Author_Institution :
Manage. Coll., Changshu, China
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;
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
DOI :
10.1109/ICMSS.2010.5577621
