Portfolio returns and risk

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polar
polar 2015 年 1 月 20 日
Hi
I've built a portfolio with 10 stocks following the video "getting started with portfolio optimization" but I have problem in understanding which formula Matlab used to compute the line: [prisk preturns]=p.plotfrontier.
More specifically I already run the previous code lines computing the mean and covariance matrix (estimateAssetMoments) and weights constraints (setDefaultConstraints) even considering I DIDN'T provide any info about weights (so I guess Matlab used 10 equal weights). But now I'm running the portfolio efficient frontier to plot every asset's expected return and risk (p.plotfrontier). Here is my problem: I don't understand what formula Matlab used to compute preturns and prisk . Can you help me please?

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