Time-weighted portfolio return

What is the best way to set up a time-weighted portfolio return problem? I understand the mathematics, but I'm trying to understand how to save time/effort by using the internal functions and classes in Matlab. For example, can I leverage a Portfolio object or a financial time series to make this easier?

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카테고리

도움말 센터File Exchange에서 Portfolio Optimization and Asset Allocation에 대해 자세히 알아보기

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2012년 12월 31일

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