Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling

This code will plot the efficient frontier with and without short-selling
523 Downloads
Updated 4 Feb 2016

View License

This code computes and plots the efficient frontier when there is short-selling and when there is no short-selling. Individual securities also appear on the same graph.
Optimisation toolbox is required when short-selling is not required. This can be commented if not needed.

Cite As

Haidar Haidar (2024). Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling (https://www.mathworks.com/matlabcentral/fileexchange/55249-efficient-frontier-portfolio-optimisation-optimization-with-and-without-short-selling), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.0.0.0