Allow short selling in portopt

In Finanical toolbox,the Portopt funtion set the default value
of minimum weights equals 0. But I want to draw a efficient
frontier based on a portfolio consists of 3 assets which the
short selling is allowed. Which values do I have to change to
get this done? Or which other functions do I have to use?
Thanks in advance.

답변 (1개)

owr
owr 2011년 9월 14일

0 개 추천

Check out the function portcons and the "AssetLims" parameter.

카테고리

도움말 센터File Exchange에서 Risk Management Toolbox에 대해 자세히 알아보기

질문:

2011년 9월 14일

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