portvar

Variance for portfolio of assets

Syntax

V = portvar(Asset,Weight)

Arguments

`Asset`	`M`-by-`N` matrix of `M` asset returns for `N` securities.
`Weight`	`R`-by-`N` matrix of `R` portfolio weights for `N` securities. Each row of `Weight` constitutes a portfolio of securities in `Asset`.

Description

V = portvar(Asset,Weight) returns the portfolio variance as an R-by-1 vector (assuming Weight is a matrix of size R-by-N) with each row representing a variance calculation for each row of Weight.

V = portvar(Asset) assigns each security an equal weight when calculating the portfolio variance.