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Markowitz Efficient Frontier

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Calculates the Markowitz Efficient Frontier

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This function calculates the coordinates of NumPoints-1 equally spaced points and those of the minimum variance portfolio of Markowitz efficient frontier.
If LongOnly is specified to be true then the frontier will be a long only constrained one. Risk is mesured by the std. deviation.
Returns a structure with members Return and Risk

Example:
LongOnlyFrontier=EfficientFrontier(Assets,100,1);
UnconstrainedFrontier=EfficientFrontier(Assets,100);

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MATLAB 7.12 (R2011a)

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