variance of portfolio as objective function

1 visualizzazione (ultimi 30 giorni)
Sameer
Sameer il 19 Mag 2014
Risposto: Star Strider il 19 Mag 2014
how would be able to set up the variance of a portfolio as an seperate objective function?
I have the data read in from excel already

Accedi per rispondere a questa domanda.

Risposte (2)

Star Strider
Star Strider il 19 Mag 2014
Image Analyst
Image Analyst il 19 Mag 2014
What do you mean? There already is a built in function for variance called var(). Why do you need to make your own function for that?

Categorie

Scopri di più su Portfolio Optimization and Asset Allocation in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by