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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);
Cite As
Luca Beldi (2026). Markowitz Efficient Frontier (https://www.mathworks.com/matlabcentral/fileexchange/38624-markowitz-efficient-frontier), MATLAB Central File Exchange. Retrieved .
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers
General Information
- Version 1.0.0.0 (1.72 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
