Perform Information Ratio Maximization

1 view (last 30 days)
Luan Vardari
Luan Vardari on 14 Sep 2018
I have a problem with this function
objFun = @(targetReturn) -infoRatioTargetReturn(targetReturn,pAct); options = optimset('TolX',1.0e-8); [optPortRetn, ~, exitflag] = fminbnd(objFun,0,max(portRetnAct),options);
[optInfoRatio,optWts] = infoRatioTargetReturn(optPortRetn,pAct); optPortRisk = estimatePortRisk(pAct,optWts)
Error messege:
Error in @(targetReturn)-infoRatioTargetReturn(targetReturn,pAct)
Error in fminbnd (line 228) x= xf; fx = funfcn(x,varargin{:});

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!