portfolioexamples_plot (Maximizing Sharpe Ratio)
14 ビュー (過去 30 日間)
古いコメントを表示
Portfolioexamples_plot: "A specialized "helper" function portfolioexamples_plot makes it possible to plot all results to be developed here. This first plot shows the distribution of individual assets according to their means and standard deviations of returns. In addition, the equal-weight, market, and cash portfolios are plotted on the same plot. Note that the plot function converts monthly total returns into annualized total returns ." (Added boldness)
Is there any way to disable that this function annualizes the return? My returns are given as the total remaining return until the maturity date (bonds).
Thanks
0 件のコメント
回答 (1 件)
Ryan Lemand
2017 年 10 月 15 日
Hi,
I have the same question. Have you managed to find a solution?
Thanks.
0 件のコメント
参考
カテゴリ
Help Center および File Exchange で Portfolio Optimization and Asset Allocation についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!