Constraints not meeting the parameters?
조회 수: 1 (최근 30일)
이전 댓글 표시
Hello:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/163552/image.png)
This is what my code looks like for the the linear equality constraints. However, run I run the code it does not meet the constraints.
in swtOther_Aeq1, the first constraint is to make stocks 1,3,7 comprise 22% of the portfolio.
the second constraint is to make the portfolio return equal to a certain return in the grid (ERGRid).
the third constraint is to have the total weights sum up to one for the portfolio.
However, none of these requirements are being met.
I am confused as to why.
Help would be appreciated. thanks.
댓글 수: 3
참고 항목
카테고리
Help Center 및 File Exchange에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!