Estimate mean of portfolio returns
estimates the mean of portfolio returns (as the proxy for portfolio return) for
pret
= estimatePortReturn(obj
,pwgt
)Portfolio
, PortfolioCVaR
, or
PortfolioMAD
objects. For details on the respective
workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow,
and PortfolioMAD Object Workflow.
You can also use dot notation to estimate the mean of portfolio returns (as the proxy for portfolio return).
pret = obj.estimatePortReturn(pwgt);
estimateFrontierByReturn
| estimateFrontierByRisk
| estimatePortRisk
| rng