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Simplified Treynor-Black portfolio management model for educational purpose or basis for research. The model applies modern portfolio management principles to combine passive and active portfolio components. The model allows to manage long/short positions and allows for modular extension of estimated parameters. The example references Investments by Bodie, Kane and Marcus 9th edition.
Cite As
Ben (2026). Treynor-Black portfolio management model (https://www.mathworks.com/matlabcentral/fileexchange/38651-treynor-black-portfolio-management-model), MATLAB Central File Exchange. Retrieved .
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.0.0.0 (3.43 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
