Tag Archives: portfolio risk

A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab

A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab

 

NOTE: These really don’t help market forecasting, get a portfolio firsh to start using.
There are not of examples here but you could go with these:
http://www.mathworks.com/help/finance/portfoliomad.estimateportrisk.html
http://www.mathworks.com/help/finance/mean-absolute-deviation-portfolio-optimization.html
Standard deviation vs mean deviation explanation:
http://forums.udacity.com/questions/10006597/standard-deviation-vs-mean-absolute-deviation
http://www.mathsisfun.com/data/standard-deviation.html
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