Can anyone tell me more about the AssetCovar function?
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I have a portfolio of 10 stocks. When defining AssetCovar do I need to type
AssetCovar=[insert variance-covariance matrix numbers] or can I do
AssetCovar=[cov(stock A),cov(stock B),etc].
I guess what I'm asking is whether Matlab will be able to calculate the variance-covariance matrix by knowing the covariances of each stock, or whether I physically need to type in the variance-covariance matrix to proceed with my analysis. I need to know so I know my portfolio variance figures are correct.
Sorry if this is a silly question but I can't seem to find any answers on the Matlab website.
Thank you very much in advance!
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