Plot Security Market Line

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Benjamin Stegmann
Benjamin Stegmann 2017 年 5 月 27 日
コメント済み: Walter Roberson 2017 年 5 月 29 日

Hello,

I want to plot a Security Market Line. It should look like in the picture. My code so far:

load FundMarketCash 
Returns = tick2ret(TestData);
Fund = Returns(:,1);
Market = Returns(:,2);
Cash = Returns(:,3);
MeanFund = mean(Fund)
MeanMarket = mean(Market)
[MM, aMM] = portalpha(Fund, Market, Cash, 'MM')
[GH1, aGH1] = portalpha(Fund, Market, Cash, 'gh1')
[GH2, aGH2] = portalpha(Fund, Market, Cash, 'gh2')
[SML, aSML] = portalpha(Fund, Market, Cash, 'sml')
efficient = plot ([SML, aSML])
set(gca,'XTickLabel','')
set(gca,'YTickLabel','')
title('SML','Fontsize',25)
set(gca,'Fontsize',16)
ylabel('Return')
xlabel('Beta')

But I need the dotted lines and the description. I guess this is quite simple, but I cannot find a answer.

Thank you very much in advance

Best regards

Ben

  1 件のコメント
Walter Roberson
Walter Roberson 2017 年 5 月 29 日
Unfortunately the picture did not get attached

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