Plot efficient frontier and actual optimal portfolio
1 次查看(过去 30 天)
显示 更早的评论
Hi, i already have a Portfolio, i used geometric mean and CVaR to optimize. So now i have my optimal weights, but how do i plot an efficient frontier and my actual portfolio? I tried with PortfolioCVaR and plotFrontier, but i think the allocation is random and i can't use my portfolio, is that right? Can you help me? Thanks
0 个评论
回答(1 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Portfolio Optimization and Asset Allocation 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!