Matlab and mathematica fuction need

6) Study the definition of the following risk functions and how they are computed using MATLAB with concrete examples:

 VaR

 Expected Tail loss

 Omega

 Drawdown

7) Use some of the Peer Group data to construct a 20 variable VaR function, minimize it using MATLAB Optimization Tool Box. Choose sub-time intervals to compare the performance of thus formed portfolio against equal-weight ETF. This is need a document pm me.

And if u can do it pm me urgent thing I need.

Compétences : Mathématiques, Matlab and Mathematica

Voir plus : peer group matlab, omega, matlab, concrete, mathematica function, mathematica data, box function matlab, drawdown, minimize matlab, optimization mathematica, matlab risk, matlab portfolio, portfolio performance, omega matlab, mathematica portfolio, performance optimization, tail, matlab box, function matlab, matlab omega risk function, portfolio optimization mathematica, portfolio optimization matlab omega, matlab omega, mathematica portfolio optimization, performance tool

Concernant l'employeur :
( 0 commentaires ) Brighton, United Kingdom

N° du projet : #1047194

2 freelance ont fait une offre moyenne de 110 $ pour ce travail


Lets do it

100 $ USD en 1 jour
(1 Commentaire)

HI,I can finish it for you.Please check your PM.

120 $ USD en 2 jours
(0 Commentaires)