Contents

Index

• Getting Started

• User Guide

• Functions

• Dates

• Currency and Price

• Financial Data Charts

• Cash Flows

• Fixed-Income Securities

• Portfolios

• Performance Metrics

• Financial Statistics

• Derivatives

• GARCH Processes

• Financial Time Series Object and File Construction

• Financial Time Series Arithmetic

• Financial Time Series Math

• Financial Time Series Descriptive Statistics

• Financial Time Series Utility

• Financial Time Series Data Transformation

• Financial Time Series Indicator

• Financial Time Series GUI

• Financial Time Series Tool

Examples

• Release Notes

Learn more about Financial Toolbox

targetreturn - Portfolio weight accuracy

Syntax

return = targetreturn(Universe, Window, Offset, Weights)

Arguments

`Universe`	Number of observations (`NUMOBS`) by number of assets plus one (`NASSETS + 1`) array containing total return data for a group of securities. Each row represents an observation. Column 1 contains MATLAB serial date numbers. The remaining columns contain the total return data for each security.
`Window`	Number of data periods used to calculate frontier.
`Offset`	Increment in number of periods at which each frontier is generated.
`Weights`	Number of assets (`NASSETS`) by number of curves (`NCURVES`) matrix of asset allocation weights needed to obtain the target rate of return.

Description

return = targetreturn(Universe, Window, Offset, Weights) computes target return values for each window of data and given portfolio weights. These values should match the input target return used with selectreturn.

targetreturn - Portfolio weight accuracy

Syntax

Arguments

Description

See Also