Efficient Frontier code error

Question

Alexandra 2015-5-12

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/216368-efficient-frontier-code-error

评论： Alexandra 2015-5-12

Hi, I am running the following code I found:

% portfolio0_efficient_frontier % Matlab program to plot efficient frontier and minimum % variance portfolio bmu = [.08;.03;.05] ; bOmega = [ .3 .02 .01 ; .02 .15 .03 ; .01 .03 .18 ] ; bone = ones(length(bmu),1) ; % Define vector of ones ibOmega = inv(bOmega) ; % Invert Omega ‐ "i" means inverse A = bone'*ibOmega*bmu ; B = bmu'*ibOmega*bmu ; C = bone'*ibOmega*bone ; D = B*C - A^2 ; bg = (B*ibOmega*bone - A*ibOmega*bmu)/D ; bh = (C*ibOmega*bmu - A*ibOmega*bone)/D ; % Compute minimum expected return and minimum return SD gg = bg'*bOmega*bg ; hh = bh'*bOmega*bh ; gh = bg'*bOmega*bh ; mumin = - gh/hh ; sdmin = sqrt( gg * ( 1 - gh^2/(gg*hh)) ) ; muP = linspace(min(bmu),max(bmu),50) ; % muP grid sigmaP = zeros(1,50) ; % Storage for i=1:50 ; omegaP = bg + muP(i)*bh ; sigmaP(i) = sqrt(omegaP'*bOmega*omegaP) ; end ; fsize = 16 ; ind = (muP > mumin) ; % Indicates efficient horizon ind2 = (muP < mumin) ; % Indicates locus below efficient horizon % Create plot ‐ efficient horizon is shown as a solid curve % ‐ the inefficient part of the locus is dashed figure(1) p1 = plot(sigmaP(ind),muP(ind),'-',sigmaP(ind2),muP(ind2),'--',sdmin,mumin,'.') ; % Change line widths, marker sizes, and colors for better appearance set(p1(1:2),'linewidth',4) ; set(p1(1:2),'color','blue') ; set(p1(3),'markersize',40) ; set(p1(3),'color','red') ; % Label axes xlabel('standard deviation of return','fontsize',fsize) ; ylabel('expected return','fontsize',fsize) ; set(gca,'xlim',[.25, .5]) ; set(gca,'ylim',[0.028, .08]) ; grid ; print portfolio03.ps - deps ;

And get the following error:

Attempted to access cur_arg(2); index out of bounds because numel(cur_arg)=1.

Error in checkArgsForHandleToPrint (line 40)

Error in print>LocalCreatePrintJob (line 336) handles = checkArgsForHandleToPrint(0, varargin{:});

Error in print (line 153) [pj, inputargs] = LocalCreatePrintJob(varargin{:});

Error in testefronteiraef (line 46) print portfolio03.ps - deps ;

What can I do?

Thank you very much