Var for portfolio stocks in matlab

The following Matlab project contains the source code and Matlab examples used for var for portfolio stocks . Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)

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
alfauna.m 403
calcvar.m 3683
Contents.m 1402
dati1.mat 251951
dati2.mat 82628
dati3.mat 126019
deltaback.m 1999
deltadati.m 1229
deltamedia.m 1454
deltaparametri.m 851
deltavar.m 2084
ewmacorr.m 1370
license.txt 1314
monteback.m 2110
montedati.m 1089
montemedia.m 1492
montevar.m 3067
normalestd.m 341
ReadMe.pdf 36538
rendimenti.m 1431
semplicecorr.m 1271
simulback.m 2032
simuldati.m 777
simuldatip.m 886
simulmedia.m 1473
simulparametri.m 850
simulvar.m 2164



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