how to make vector sum to one?

8 次查看（过去 30 天）

显示更早的评论

Sameer 2014-5-30

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/131736-how-to-make-vector-sum-to-one

编辑： George Papazafeiropoulos 2014-5-30

I'm using fmincon to minimize the varience of a portfolio. As such, how would I be able to use TWO linear equality constraints?

Moreover, how would I be able to set the sum of W(which is currently a NX1 vector) to 1.00?

I'm reading something where it says to use w'and a bold 1 to equal 1.00.

please help thanks.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

George Papazafeiropoulos 2014-5-30

2
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/131736-how-to-make-vector-sum-to-one#answer_138824

编辑：George Papazafeiropoulos 2014-5-30

在 MATLAB Online 中打开

W'*ones(N,1)=1

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

类别

Computational Finance Financial Toolbox Portfolio Optimization and Asset Allocation

在 Help Center 和 File Exchange 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息

标签

Community Treasure Hunt

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

Translated by