Re: New Markowitz / Matlab

[Vic Norton]

On Jan 12, 2015, at 8:00 AM, Vic Norton <address@hidden> wrote:

> We do not have access to Matlab, but we would be very much interested in
> how it performs on our data. Our package (with data) is available for
> testing at
>  http://vic.norton.name/finance-math/newmarkowitz-tests.tar.gz
> Any information on Matlab performance would be greatly appreciated.

I'm afraid I wasn't very clear here. "newmarkowitz-test.tar.gz" is NOT an 
Octave package. This archive contains the folder "New Markowitz Tests", which, 
in turn, contains four files:
  README
  newmarkowitz-1.0.0.tar.gz
  oneBdata2014.m
  meanvariance_tests.m
The second file is the New Markowitz package. The two Octave scripts depend on 
this package.

-
Vic