Info

此问题已关闭。 请重新打开它进行编辑或回答。

Please help me, how can calculate this?

1 次查看（过去 30 天）
fede
fede 2015-11-5
评论： fede 2015-11-5
I have: vector of weights w(1,n); a var-cov matrix sigma (n,n); a correlation matrix corrm(n,n). I have to calculate this formula. I can do utilizing matlab code?
  5 个评论
显示 3更早的评论
Federico Becattini
Federico Becattini 2015-11-5
There is something wrong with the notation. Sigma should be a matrix but is indexed as a vector.
fede
fede 2015-11-5
for example consider the case in which i have a vector of all standardeviation for each price, called pi. How can i proceed?

此问题已关闭。

回答（0 个）

此问题已关闭。

标签

Community Treasure Hunt

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

Start Hunting!

Translated by