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    Home > Scripts > Developers > Bob Taylor

    Developer page - Bob Taylor


    Programs: 2 | Bob Taylor homepage

    Using MATLAB to Develop Asset-Pricing Models

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

    14 August 2007, 13:52 GMT
    Downloads: 689

    Using MATLAB to Develop Portfolio Optimization Mod

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

    14 August 2007, 12:05 GMT
    Downloads: 1,232

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