I am probably doing something utterly silly which holds me back from retrieving the desired results.
I have two matrices: Matrix(A), which is a vector containing returns from three risky assets, and Matrix C, which consists of optimally genereated weights of those risky assets. To obtain the return, I wrote the following loop:
for i = 1:155 for j = 1:155 returns = A(i,:)*C(j,:)'
This code yields a 1x155 matrix, exactly as I asked for, But, the answers are not correct.
Does anyone have a clue what I do wrong here?
Thanks for the effort!
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Hi Matt, thanks for your response.
s = size(A); C = zeros(s); for j1 = 1:s(1) C(j1,:) = A(j1,:)*B((j1-1)*s(2)+1:j1*s(2),:); end
and this yields me the the weight's vector 'C'. 'A' is also a 155x3 vector. So I only need to multiply every row with the transpose of the other vector. E.G. A(row 1,col 1-3)*C'(row 1, col 1-3)
Hope this clarifies my question. Thanks!