riskfolio-lib / PyPortfolioOpt like functionality

2 views (last 30 days)

Show older comments

Andy on 21 Feb 2023

0
Link

Direct link to this question

https://ch.mathworks.com/matlabcentral/answers/1916205-riskfolio-lib-pyportfolioopt-like-functionality

Answered: Steven Lord on 21 Feb 2023

Accepted Answer: Steven Lord

Hi All,

Is there any functionality equivalent to python's riskfolio-lib/PyPortfolioOpt libraries, or what's the closest?

thanks!

0 Comments
Show -2 older commentsHide -2 older comments

Sign in to comment.

Sign in to answer this question.

Accepted Answer

Steven Lord on 21 Feb 2023

0
Link

Direct link to this answer

https://ch.mathworks.com/matlabcentral/answers/1916205-riskfolio-lib-pyportfolioopt-like-functionality#answer_1176410

I'm not familiar with those libraries but just based on the names I think the "Portfolio Optimization and Asset Allocation" category in the Financial Toolbox documentation and/or Risk Management Toolbox may be of interest to you.

0 Comments
Show -2 older commentsHide -2 older comments

Sign in to comment.

More Answers (0)

Sign in to answer this question.

Categories

Computational Finance Financial Toolbox Portfolio Optimization and Asset Allocation

Find more on Portfolio Optimization and Asset Allocation in Help Center and File Exchange

Tags

Products

MATLAB Computational Finance Suite

Release

R2022b

Community Treasure Hunt

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