Plot efficient frontier and actual optimal portfolio

Hi, i already have a Portfolio, i used geometric mean and CVaR to optimize. So now i have my optimal weights, but how do i plot an efficient frontier and my actual portfolio? I tried with PortfolioCVaR and plotFrontier, but i think the allocation is random and i can't use my portfolio, is that right? Can you help me? Thanks

답변 (1개)

카테고리

도움말 센터File Exchange에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기

질문:

2020년 2월 10일

답변:

2020년 2월 19일

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