Index of /~dodso013/fm503/docs

 Name                    Last modified      Size  Description
 Parent Directory                             -   
 DJIA.txt                07-Feb-2012 20:34  1.8K  Dow stocks
 NGARCH.m                19-Oct-2011 23:37  761   NGARCH cond var
 NGARCH2.m               30-Oct-2011 19:29  743   better NGARCH
 alpha_eff.m             23-Feb-2012 22:45  707   long-only frontier
 fall3case.pdf           21-Sep-2011 22:28   74K  regression
 fall4case.pdf           10-Oct-2011 20:08   53K  sqrt-dt rule
 fall6case.m             12-Oct-2011 21:03  647   more MLE's
 fall6ex.m               19-Oct-2011 23:42  617   MATLAB for HW6
 fall7case.pdf           10-Nov-2011 20:19   97K  implied density
 fallassign.m            30-Oct-2011 19:30  2.2K  fall assignment
 fallassign.mat          30-Oct-2011 19:30  300K  fall assignment
 rand_multinormal.m      22-Feb-2012 15:32  393   multi-normal variates
 rand_wishart.m          22-Feb-2012 15:32  468   Wishart variates
 resampling_demo.m       25-Feb-2012 01:25  4.4K  robust demo
 satisfaction_cf.m       23-Feb-2012 22:45  1.2K  CF satistfaction
 spr1case.pdf            24-Jan-2012 20:21  152K  expected shortfall
 spr2case.pdf            24-Jan-2012 20:44   66K  efficient frontier
 spr3case.m              08-Feb-2012 18:58  2.9K  SR portfolio
 spr4case.m              15-Feb-2012 22:16  3.5K  long-only portfolio
 spr4case.pdf            07-Feb-2012 20:38  102K  quadratic programming
 spr6case.m              23-Feb-2012 22:44  3.5K  long-only portfolio
 yahoo_prices.m          30-Oct-2011 19:31  1.4K  load Yahoo! Finance