Plot efficient frontier and actual optimal portfolio

Hi, i already have a Portfolio, i used geometric mean and CVaR to optimize. So now i have my optimal weights, but how do i plot an efficient frontier and my actual portfolio? I tried with PortfolioCVaR and plotFrontier, but i think the allocation is random and i can't use my portfolio, is that right? Can you help me? Thanks

Categorías

Más información sobre Portfolio Optimization and Asset Allocation en Centro de ayuda y File Exchange.

Preguntada:

el 10 de Feb. de 2020

Respondida:

el 19 de Feb. de 2020

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by