Financial Toolbox™

weights2holdings - Portfolio values and weights into holdings

Syntax

Holdings = weights2holdings(Values, Weights, Prices)

`Values`	Scalar or number of portfolios (`NPORTS`) vector containing portfolio values.
`Weights`	`NPORTS` by number of assets (`NASSETS`) matrix with portfolio weights. The weights sum to the value of a `Budget` constraint, which is usually 1. (See `holdings2weights` for information about budget constraints.)
`Prices`	`NASSETS` vector of prices.

Holdings = weights2holdings(Values, Weights, Prices) converts portfolio values and weights into portfolio holdings.

Holdings is a NPORTS-by-NASSETS matrix containing the holdings of NPORTS portfolios that contain NASSETS assets.

Note This function does not create round-lot positions. Holdings are floating-point values.