Allow short selling in portopt

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Emma
Emma 2011년 9월 14일
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.

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답변 (1개)

owr
owr 2011년 9월 14일
Check out the function portcons and the "AssetLims" parameter.

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