Allow short selling in portopt
4 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
In Finanical toolbox,the Portopt funtion set the default value
of minimum weights equals 0. But I want to draw a efficient
frontier based on a portfolio consists of 3 assets which the
short selling is allowed. Which values do I have to change to
get this done? Or which other functions do I have to use?
Thanks in advance.
0 Commenti
Risposte (1)
Vedere anche
Categorie
Scopri di più su Risk Management Toolbox in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!