Portfolio values and weights into holdings
Holdings = weights2holdings(Values, Weights, Prices)
Scalar or number of portfolios (NPORTS) vector containing portfolio values.
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.)
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.