Monte Carlo Simulation for Portfolio Assets

Version 1.1.0.0 (3.69 MB) by Wilson Amoretty Palmeiro
Simulate sample path allow us to see the pattern that assets price will face. Crucial to hedge risk.
4.0
(1)
922 Downloads
Updated 19 Jul 2013

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I created one portfolio with two shares. And i´m worried with price risk.
So, i simulated 1000 sample path.
The result show that my portfolioprice will change during one year.

Cite As

Wilson Amoretty Palmeiro (2024). Monte Carlo Simulation for Portfolio Assets (https://www.mathworks.com/matlabcentral/fileexchange/42515-monte-carlo-simulation-for-portfolio-assets), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.1.0.0

I Create one Portfolio with two stocks.
1.0.0.0