This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.


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.

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

Introduced before R2006a

Was this topic helpful?