Rebecca Biegger

Aktiv seit 2019

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minimum variance portfolio with fixed return
I want to show a minimum variance portfolio with a fixed return of 3.5% I got the code for the minimum variance portfolio but I...

etwa 7 Jahre vor | 0 Antworten | 0

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Failure in initial objective function evaluation. FMINCON cannot continue
size(Ausgangsgewichte) = 1 8 size(Alpha) = 8 1 size(Kovarianz) = 8 8 Which one exactly should I transpose with ".'"?

etwa 7 Jahre vor | 0

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Failure in initial objective function evaluation. FMINCON cannot continue
[Lambda] =(mean(Benchmark)-monatlrisikofreierZins)/(2*std(Benchmark)^2); Zielfunktion = (@(Ausgangsgewichte)Ausgangsgewichte'*(...

etwa 7 Jahre vor | 1 Antwort | 0

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Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
Error using * Incorrect dimensions for matrix multiplication. Check that the number of columns in the first matrix matches th...

etwa 7 Jahre vor | 0

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Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
I also get an error, when I use the fmincon Function. Following error appears: Failure in initial objective function evaluation...

etwa 7 Jahre vor | 0

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Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
I changed it and getting a different error now: Invalid expression. Check for missing multiplication operator, missing or unbal...

etwa 7 Jahre vor | 0

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Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
Thank you it worked! However I have another problem. I get following error: Invalid expression. When calling a function or ind...

etwa 7 Jahre vor | 0

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Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
Renditen is a 110x8 array and BenchmarkGewichte a 1x8 array. I switched length to size but it is still not working..

etwa 7 Jahre vor | 0

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Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
for i=1:length(Renditen) Benchmark(i,1) = Renditen(i,:).*BenchmarkGewichte; end

etwa 7 Jahre vor | 6 Antworten | 0

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