When I load the code, and launch the portfoliotool.fig, it looks like the three pages are on the same layer and the figure is unreadable.
Anyone know how to solve this?
ps: don't have the datafeed toolbox
Having some problems after upgrading Matlab to 2014b version. Following Olaf's sugegstions, some of the problems are solved (efmenu in figure), however still cannot do fit, returned error:
Error in pickdata (line 84)
Error in ezfit (line 210)
[x,y,h] = pickdata(fp);
Error in showfit (line 164)
(The line numbers might have changed since I tried to investigate a bit the problem)
Anyone has seen the same issue ??
Excellent tool. Needed a quick bug fix in 2014b:
in efmenu.m, replace everything with set(0,.. with set(groot,.. and get(0,.. with get(groot,... Also fixed line 95:
Replace everything with set(0,.. with set(groot,.. and get(0,.. with get(groot,... in other files as well
The Portfolio object has the methods estimateFrontierByReturn and estimateFrontierByRisk, where the former provides portfolios for specified portfolio returns and the latter provides portfolios for specified portfolio risks. Once you have portfolios from these methods, the methods estimatePortReturn and estimatePortRisk provide portfolio returns and risks for specified portfolios.
In a mean-variance framework with normally-distributed asset returns, the periodicity of the data has no impact on the portfolios on the efficient frontier. The portfolio returns and risks, however, will depend upon the periodicity of underlying asset returns.