Hi! i have a error in example file.
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what i can do ? to fix this error?
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Geoff Hayes
2019 年 3 月 2 日
Max - what is infoRatioTargetReturn? Is this a function of that you have written or is it from somewhere else?
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Cris LaPierre
2019 年 3 月 2 日
編集済み: Cris LaPierre
2019 年 3 月 2 日
You are trying to call a function that is not in your current folder nor on your path.
It looks like this is the example you are trying to use:
openExample('finance/PortfolioOptimizationBenchmarkExample')
Note that the function called by this script is included in-file at the botton.
function [infoRatio,wts] = infoRatioTargetReturn(targetReturn,portObj)
% Calculate information ratio for a target-return portfolio along the
% efficient frontier
wts = estimateFrontierByReturn(portObj,targetReturn);
portRiskAct = estimatePortRisk(portObj,wts);
infoRatio = targetReturn/portRiskAct;
end
You would need to create an m-file function for this function if you want to run this example from the command window. Better to just open the live script example and run it in the editor.
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