Financial toolbox example of Matlab's documentation doesn't work.

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Dominik
Dominik 2012-9-1
Hello,
I am working on portfolio analysis and tried the following example of the Financial Toolbox documentation, but get just an error message. The code is exactly the one from the documentation and all other examples are working well.
The code describes the portfolio optimization to find the max. sharp ratio. (link to the documentaion: http://www.mathworks.de/help/toolbox/finance/bswmb3d-1.html#bs3z4e7-1)
---------------------------------------
r0 = 0.03;
m = [ 0.05; 0.1; 0.12; 0.18 ];
C = [ 0.0064 0.00408 0.00192 0;
0.00408 0.0289 0.0204 0.0119;
0.00192 0.0204 0.0576 0.0336;
0 0.0119 0.0336 0.1225 ];
p = Portfolio('RiskFreeRate', r0);
p = p.setAssetMoments(m, C);
p = p.setDefaultConstraints;
pwgt = p.estimateMaxSharpeRatio;
display(pwgt);
---------------------------------------
When I run the code I get this error message:
Error in ==> SharpTest at 11
pwgt = p.estimateMaxSharpeRatio;
Thank you in advance for your help.
Dominik
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Walter Roberson
Walter Roberson 2012-9-1
Please set a breakpoint at that line, and ask
methods(p)
Also, which MATLAB version are you using?
Dominik
Dominik 2012-9-1
编辑：Dominik 2012-9-1
I use R2011a.
please could you give me more information (code) of your suggestion.
Thank you
Ok... I asked for methods(p)
estimateMaxSharpeRatio is not in the list. Does it depend on the version?

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Walter Roberson
Walter Roberson 2012-9-1
It appears that tool was not present in R2011a. It is not shown in the R2011a documentation http://www.mathworks.com/help/releases/R2011a/toolbox/finance/bswmb3d-1.html#bswwlv8-1

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