Downside covariance in matlab

The following Matlab project contains the source code and Matlab examples used for downside covariance. Y = DOWNSIDECOVARIANCE(Y) returns the downside covariance for columns of variable Y.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
downsidecovariance.m 1798
license.txt 1315

SocialTags: