getAssetMoments
Obtain mean and covariance of asset returns from Portfolio object
Description
Use the getAssetMoments
function with a
Portfolio
object to obtain mean and covariance of asset returns.
For details on the workflow, see Portfolio Object Workflow.
[
obtains mean and covariance of asset returns for a AssetMean
,AssetCovar
]
= getAssetMoments(obj
)Portfolio
object.
Examples
Input Arguments
Output Arguments
Tips
You can also use dot notation to obtain the mean and covariance of asset returns from a Portfolio object:
[AssetMean, AssetCovar] = obj.getAssetMoments;
Version History
Introduced in R2011a