Perform Information Ratio Maximization
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
I have a problem with this function
objFun = @(targetReturn) -infoRatioTargetReturn(targetReturn,pAct); options = optimset('TolX',1.0e-8); [optPortRetn, ~, exitflag] = fminbnd(objFun,0,max(portRetnAct),options);
[optInfoRatio,optWts] = infoRatioTargetReturn(optPortRetn,pAct); optPortRisk = estimatePortRisk(pAct,optWts)
Error messege:
Error in @(targetReturn)-infoRatioTargetReturn(targetReturn,pAct)
Error in fminbnd (line 228) x= xf; fx = funfcn(x,varargin{:});
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Image Processing Toolbox finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!