minimum variance portfolio with fixed return

I want to show a minimum variance portfolio with a fixed return of 3.5%
I got the code for the minimum variance portfolio but I don't know where to put the additional condition.
Option = optimset('Algorithm','interior-point-convex');
[w] = quadprog(KovarianzMatrix,V0,[],[],V1,Budgetrestriktion,lb,ub,[],Option);

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도움말 센터File Exchange에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기

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2019년 4월 14일

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