Top 10% contributor
30 days ago
A change occurred in Yahoo! Finance. We are aware of the problem and are working on a solution. For now, the proposed workaround...
5 years ago
Matt - Your question has two parts - a finance and an optimization part. First, the finance part is that you have set up a port...
4 years ago
Anna - This problem may occur if the risk-free rate is much lower than the efficient frontier formed from risky assets. Assuming...
6 years ago
Stephen - If I understand your question correctly, a submission exists on MATLAB Central File Exchange with the title "Linear Re...
The function chfield will do what you want. - bob
6 years ago
Steve's comment about portopt is correct for mean-variance portfolio optimization (the utility function is negative exponential ...
You can set this up as a nonlinear optimization problem with fmincon. The variables to solve for are (a, b, Xc, Yc). You minimiz...
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