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Hi all,
I'm trying to write an M-file or function that has the following lines:
CM = xlsread('Risk_Budget_Tano.XLS','sheet1','B23:Q38')
AE = xlsread('Risk_Budget_Tano.XLS','sheet1','D2:D17')
Vol = xlsread('Risk_Budget_Tano.XLS','sheet1','F2:F17')
TE = sqrt(AE' * CM * AE)
fprintf('The portfolio Tracking Error is: ', TE)
However, when I run them. It gave me error on 'Risk'. Could anybody help/teach me how to write the above function please?
Thanks heaps.
Oliver.
3 个评论
Image Analyst
2012-3-16
Are you sure all those workbooks are in the "Current Folder"? If they aren't then you need to specify the full path (folder + base filename + extension) of the workbook. It would be a good idea to use exist(filename, 'file') to check that the file exists before you call xlsread().
KSSV
2012-3-16
Hi
are you getting any complex number in TE? Check is there any complex number.
Sreenu
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