How can calculate this formula?

I have a vector of weight w(1,n) and a correlation matrix p(n,1) created from n time series. How can calculate this formula?

[Star Strider]

Duplicate of: http://www.mathworks.com/matlabcentral/answers/253185-how-to-calculate-this-formula

[Torsten]

Are the sums in numerator and denominator double sums (outer sum from i=1...n and inner sum from j=i+1,...,n) or does rho_realized depend on j ?

Best wishes

Torsten.

[fede]

I don't understand your question. the documentation is the following: