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Mean-variance portfolio optimization using GA and PATTERNSEARCH

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Please see PORTOPTGADS, by following link 'Published m-files' below.

PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.

Free download from Shareware Connection - Please see PORTOPTGADS, by following link 'Published m-files' below

Publisher: Dimitri Shvorob | License: Shareware
Version: 1.0 | Size: 41 KB | Platform: Matlab, Scripts
Released Date: 26-06-2013 | Rating: 0 | Title: Mean-variance portfolio optimization using GA and PATTERNSEARCH

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/16884/1/portoptgads.zip

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