setInitPort

Set up initial or current portfolio

Syntax

obj = setInitPort(obj,InitPort)

obj = setInitPort(obj,InitPort,NumAssets)

Description

obj = setInitPort(obj,InitPort) sets up initial or current portfolio for Portfolio, PortfolioCVaR, or PortfolioMAD objects. For details on the respective workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow, and PortfolioMAD Object Workflow.

obj = setInitPort(obj,InitPort,NumAssets) sets up initial or current portfolio for portfolio objects with an additional options specified for NumAssets.

Examples

Set the InitPort Property for a Portfolio Object

Given an initial portfolio in x0, use the setInitPort function to set the InitPort property.

p = Portfolio('NumAssets', 4);
x0 = [ 0.3; 0.2; 0.2; 0.0 ];
p = setInitPort(p, x0);
disp(p.InitPort);

    0.3000
    0.2000
    0.2000
         0

Set InitPort to Create an Equally-Weighted Portfolio of Four Assets for a Portfolio Object

Create an equally weighted portfolio of four assets using the setInitPort function.

p = Portfolio('NumAssets', 4);
p = setInitPort(p, 1/4, 4);
disp(p.InitPort);

    0.2500
    0.2500
    0.2500
    0.2500

Set the InitPort Property for a PortfolioCVaR Object

Given an initial portfolio in x0, use the setInitPort function to set the InitPort property.

p = PortfolioCVaR('NumAssets', 4);
x0 = [ 0.3; 0.2; 0.2; 0.0 ];
p = setInitPort(p, x0);
disp(p.InitPort);

    0.3000
    0.2000
    0.2000
         0

Set InitPort to Create an Equally-Weighted Portfolio of Four Assets for a PortfolioCVaR Object

Create an equally weighted portfolio of four assets using the setInitPort function.

p = PortfolioCVaR('NumAssets', 4);
p = setInitPort(p, 1/4, 4);
disp(p.InitPort);

    0.2500
    0.2500
    0.2500
    0.2500

Set the InitPort Property for a PortfolioMAD Object

Given an initial portfolio in x0, use the setInitPort function to set the InitPort property.

p = PortfolioMAD('NumAssets', 4);
x0 = [ 0.3; 0.2; 0.2; 0.0 ];
p = setInitPort(p, x0);
disp(p.InitPort);

    0.3000
    0.2000
    0.2000
         0

Set InitPort to Create an Equally-Weighted Portfolio of Four Assets for a PortfolioMAD Object

Create an equally weighted portfolio of four assets using the setInitPort function.

p = PortfolioMAD('NumAssets', 4);
p = setInitPort(p, 1/4, 4);
disp(p.InitPort);

    0.2500
    0.2500
    0.2500
    0.2500

Input Arguments

obj — Object for portfolio

object

Object for portfolio, specified using Portfolio, PortfolioCVaR, or PortfolioMAD object. For more information on creating a portfolio object, see

• Portfolio

• PortfolioCVaR

• PortfolioMAD

Data Types: object

InitPort — Initial or current portfolio weights

vector

Initial or current portfolio weights, specified as a vector for a Portfolio, PortfolioCVaR, or PortfolioMAD input object (obj).

Note

If InitPort is specified as a scalar and NumAssets exists, then InitPort undergoes scalar expansion.

Data Types: double

NumAssets — Number of assets in portfolio

1 (default) | scalar

Number of assets in portfolio, specified as a scalar for a Portfolio, PortfolioCVaR, or PortfolioMAD input object (obj).

Note

If it is not possible to obtain a value for NumAssets, it is assumed that NumAssets is 1.

Data Types: double

Output Arguments

obj — Updated portfolio object

object for portfolio

Updated portfolio object, returned as a Portfolio, PortfolioCVaR, or PortfolioMAD object. For more information on creating a portfolio object, see

• Portfolio

• PortfolioCVaR

• PortfolioMAD

Tips

• You can also use dot notation to set up an initial or current portfolio.

  obj = obj.setInitPort(InitPort, NumAssets);

• To remove an initial portfolio, call this function with an empty argument [] for InitPort.