%%?Treynor-Black?portfolio?optimization
%?Author:?Benjamin?J.?J.?Voigt?（bvoigt@gmail.com）
%?Published:?Oct?2012
%?Version:?0.0.2
%?Licence:?BSD?2-Clause?free?to?use?and?copy?retaining?original?author?reference
%
%?Purpose:?May?this?code?evolve?and?be?enhanced?by?many?smarter?minds?to
%?reflect?all?the?beauty?of?estimations?we?dare?to?dream?of.
%
%?Required?toolboxes:?Financial?Toolbox?Data?Feed?Toolbox?Statistics
%?Toolbox
%
%?Notes:?This?initial?version?contains?hard?coded?values?and?referefces?to?replicate?the
%?exact?example?data?set?and?formulas?described?in?Z.?Bodie?A.?Kane?A.?J.?Marcus?
%?INVESTMENTS9th?Edition?2012?McGraw-Hill?NewYork
%?The?use?of?adjusted?prices?may?distort?the?statistics?slightly?compared
%?to?the?ones?published?in?the?book.
%
%?Disclaimer:?USE?AT?YOUR?OW

?屬性????????????大小?????日期????時(shí)間???名稱
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?????文件????????6979??2012-10-16?23:42??TreynorBlack.m
?????文件????????1320??2014-02-12?14:11??license.txt