Omega Matlab script

Version:
File size: 0 KB
File name: omega.m
Last update: 18 Oct 2009
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Nabeel Azar (View more)

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Omega script details

Omega script description:

Publisher review:
Omega computes the omega value of a portfolio. This function computes the Omega value of a portfolio, as described in a paper by Keating and Shadwick.S = OMEGA(RETURNS) gives a structure S containing data so that:S.returnLevel = input return levelsS.omegaValues = omega value at that return levelRETURNS must be a vector.S = OMEGA(RETURNS,LEVELS) returns the same structure, but only provides values at the return levels specified in LEVELS. Requirements: · MATLAB Release: R14

Omega is a Matlab script for Financial Modeling and Analysis scripts design by Nabeel Azar. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris