Variance for portfolio of assets
V = portvar(Asset,Weight)
V = portvar(Asset,Weight) returns the portfolio variance as an
1 vector (assuming
Weight is a matrix of size
N) with each row representing a variance
calculation for each row of
V = portvar(Asset) assigns each security
an equal weight when calculating the portfolio variance.
Bodie, Kane, and Marcus. Investments. Chapter 7.
Introduced before R2006a