Estimate moments of portfolio returns for Portfolio object
[
estimate moments of portfolio returns for a prsk
,pret
]
= estimatePortMoments(obj
,pwgt
)Portfolio
object.
For details on the workflow, see Portfolio Object Workflow.
The estimate of port moments is specific to mean-variance portfolio optimization and computes the mean and standard deviation (which is the square-root of variance) of portfolio returns.
You can also use dot notation to estimate the moments of portfolio returns.
[prsk, pret] = obj.estimatePortMoments(pwgt);