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

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

Nº du projet : #1047194

2 freelance font une offre moyenne de $110 pour ce travail


Lets do it

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HI,I can finish it for [url removed, login to view] check your PM.

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