Max Sharpe ratio errors

p = Portfolio('AssetMean',[0.3, 0.1, 0.5], 'AssetCovar',... [0.01, -0.010,  0.004; -0.010,  0.040, -0.002;  0.004, -0.002,  0.023] );
p = setDefaultConstraints(p);
plotFrontier(p, 20);
weights = estimateMaxSharpeRatio(p);
[risk, ret] = estimatePortMoments(p, weights);
hold on
plot(risk,ret,'*r');

The expression to the left of the equals sign is not a valid target for an assignment. This is the output.

Many thanks

[Mengxi Li]

Many thanks. One more question, in terms of assetcovar, is order matters? I got a 6*6 mean-covariance matrix, but don't really know how to put into the assetcovar.

Answer 1

[Guillaume]

Remove the ... on the first line.

It looks like that line was originally on two lines and you made it just one line without bothering to remove the ellipsis.

[Mengxi Li]

Can you please comment my variance-covariance matrix?

[Mengxi Li]

Also can we see weights for each stock in the portfolio?

Many thanks!!