Publisher review:Portfolio Optimisation using MATLAB Builder for Java uses the Java Swing libraries and MATLAB Builder for Java to create a Portfolio Optimisati This demo uses functions from the Financial Toolbox to perform mean-variance portfolio optimization and generate an efficient frontier. The graphical interface is written using the Java Swing libraries, and the underlying mathematics is performed by a MATLAB-generated Java component. Plots of graphs are generated by MATLAB and shown in the Java GUI by printing the MATLAB figure to memory (as an RGB image), and pasting this image into a Java window.The demo imports the closing prices of a selection of stocks from an Excel spreadsheet. The format of the spreadsheet is as follows:Row 1: Names of stocksColumn 1: DatesWe then calculate a set of asset investment weights such that we minimize the overall portfolio risk for a specified portfolio return. (Portfolio risk is synonymous to the variance of the portfolio.) The user is able to specify the expected return for each individual asset, and also the minimum and maximum weighting for each asset in the portfolio.The Efficient Frontier shows the intersection of the portfolios with minimum variance and the portfolios with maximum return. An investor will try to place their portfolio on the Efficient Frontier, in order to ensure that they can achieve the lowest risk portfolio for a given return. Requirements: · MATLAB Release: R2006b · Financial Toolbox · MATLAB Builder for Java · MATLAB Compiler
Portfolio Optimisation using MATLAB Builder is a Matlab script for Earth Sciences scripts design by Elwin Chan.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Portfolio Optimisation using MATLAB Builder script details 
