Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling

This code will plot the efficient frontier with and without short-selling

You are now following this Submission

This code computes and plots the efficient frontier when there is short-selling and when there is no short-selling. Individual securities also appear on the same graph.
Optimisation toolbox is required when short-selling is not required. This can be commented if not needed.

Cite As

Haidar Haidar (2026). Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling (https://uk.mathworks.com/matlabcentral/fileexchange/55249-efficient-frontier-portfolio-optimisation-optimization-with-and-without-short-selling), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0