variance of portfolio as objective function

2 views (last 30 days)
Sameer on 19 May 2014
Answered: Star Strider on 19 May 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

Answers (2)

Star Strider
Star Strider on 19 May 2014

Image Analyst
Image Analyst on 19 May 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?

Community Treasure Hunt

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

Start Hunting!

Translated by