Portsim - 'Exact'
Show older comments
I am correct to understand that the 'Exact' feature in Portsim is essentially a mean reversion feature? Can we set the terminal values to fall within a defined range? Can we define the strenght of the mean reversion?
Answers (0)
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!