Quantitative Finance Collector is a blog on Quantitative finance codes, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：markowitz
| Title | Added by | Added on |
| [Code » R/Splus] Functions for portfolio analysis | abiao | 2008/12/11 |
| [Code » Matlab] Mean-variance portfolio optimization | abiao | 2008/12/04 |
| [Code » VBA/Excel] Markowitz Efficient Frontier stock portfolio | abiao | 2008/08/21 |
Quantitative Finance Collector is simply a record of my financial engineering learning journey as a master in quantitative finance, a PhD candidate in finance and a Quantitative researcher, with most of the entries written at school. 
