portstats
Portfolio expected return and risk
Syntax
Description
[
computes the expected rate of return and risk for a portfolio of assets.PortRisk
,PortReturn
] = portstats(ExpReturn
,ExpCovariance
)
[
specifies options using one or more optional arguments in addition to the input
arguments in the previous syntax. PortRisk
,PortReturn
] = portstats(___,Wts
)
Examples
Input Arguments
Output Arguments
Version History
Introduced before R2006a