Unicode characters in MATLAB source files
According to http://www.mathworks.de/matlabcentral/newsreader/view_thread/238995
feature('DefaultCharacterSet', 'UTF8')
will change the encoding to UTF-8. You can put the line above in your startup.m file.
How the MATLAB Process Uses Locale Settings shows how to set the encoding for different platforms. Use
feature('DefaultCharacterSet')
You can read more about this undocumented function here. See also this Matlab Central thread for other options.