Portfolio weight accuracy
return = targetreturn(Universe, Window, Offset, Weights)
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.
Number of data periods used to calculate frontier.
Increment in number of periods at which each frontier is generated.
Number of assets (NASSETS) by number of curves (NCURVES) matrix of asset allocation weights needed to obtain the target rate of return.
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.