Portfolio Analysis
The Markowitz model is used for portfolio analysis computations.
For a discussion of this model see Chapter 7 of:
[11] Bodie, Zvi, Alex Kane, and Alan J. Marcus, Investments,
Burr Ridge, IL: Irwin. 2nd. ed., 1993, ISBN 0-256-08342-8.
To solve the quadratic minimization problem associated with
finding the efficient frontier, the toolbox uses the fmincon function (finds the constrained
minimum of a function of several variables) in the Optimization Toolbox documentation.
See that toolbox documentation for more details.
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