targetreturn
Portfolio weight accuracy
Syntax
return = targetreturn(Universe,Window,Offset,Weights)
Arguments
| Number of observations ( |
| Number of data periods used to calculate frontier. |
| Increment in number of periods at which each frontier is generated. |
| Number of assets ( |
Description
return = targetreturn(Universe,Window,Offset,Weights)
computes
target return values for each window of data and given portfolio weights.
These values should match the input target return used with selectreturn
.
Version History
Introduced before R2006a