Does the function estimateFrontier find the global or local optimal portfolios?

1 次查看（过去 30 天）
Yosef Bisk
Yosef Bisk 2017-7-28
编辑： Walter Roberson 2017-7-31
Does the estimateFrontier function in the financial toolbox find the global or local optimal portfolios?

请先登录，再回答此问题。

采纳的回答

Shruti Shivaramakrishnan
编辑：Walter Roberson 2017-7-31
The following link provides more information about the portfolio optimization theory: https://www.mathworks.com/help/finance/portfolio-optimization-theory-mv.html
The solvers can be explicitly set as well depending on requirements. For example:
p = setSolver(p, 'fmincon', 'Algorithm', 'trust-region-reflective', 'Display', 'off');
display(p.solverOptions.Algorithm);

更多回答（0 个）

类别

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

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by