Rolling efficient frontier

`[PortWts, AllMean, AllCovariance] = frontier(Universe, Window,`

Offset, NumPorts, ActiveMap, ConSet, NumNonNan)

| Number of observations ( |

| Number of data periods used to calculate each frontier. |

| Increment in number of periods between each frontier. |

| Number of portfolios to calculate on each frontier. |

| (Optional) Number of observations ( |

| (Optional) Constraint matrix for a portfolio of asset
investments, created using |

| (Optional) Minimum number of non- |

```
[PortWts, AllMean, AllCovariance] = frontier(Universe,
Window, Offset, NumPorts, ActiveMap, ConSet, NumNonNan)
```

generates
a surface of efficient frontiers showing how asset allocation influences
risk and return over time.

`PortWts`

is a number of curves (`NCURVES`

)-by-`1`

cell
array, where each element is a `NPORTS`

-by-`NASSETS`

matrix
of weights allocated to each asset.

`AllMean`

is a `NCURVES`

-by-`1`

cell
array, where each element is a `1`

-by-`NASSETS`

vector
of the expected asset returns used to generate each curve on the surface.

`AllCovariance`

is a `NCURVES`

-by-`1`

cell
array, where each element is a `NASSETS`

-by-`NASSETS`

vector
of the covariance matrix used to generate each curve on the surface.

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