setAssetMoments
Set moments (mean and covariance) of asset returns for Portfolio object
Description
obtains mean and covariance of asset returns for a obj
= setAssetMoments(obj
,AssetMean
)Portfolio
object. For
details on the workflow, see Portfolio Object Workflow.
Examples
Input Arguments
Output Arguments
Tips
You can also use dot notation to set moments (mean and covariance) of the asset returns.
obj = obj.setAssetMoments(obj, AssetMean, AssetCovar, NumAssets);
To clear
NumAssets
andAssetCovar
, use this function to set these respective inputs to[]
.
Version History
Introduced in R2011a