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| From: | Julien Bect |
| Subject: | Re: New Markowitz / Matlab |
| Date: | Mon, 12 Jan 2015 18:08:19 +0100 |
| User-agent: | Mozilla/5.0 (X11; Linux i686; rv:31.0) Gecko/20100101 Thunderbird/31.3.0 |
Le 12/01/2015 15:57, Vic Norton a écrit :
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.
Hello Vic, Which script would you like me to run in Matlab ? meanvariance_tests.m ? @++ Julien
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