portfolioexamples_plot (Maximizing Sharpe Ratio)
16 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Portfolioexamples_plot: "A specialized "helper" function portfolioexamples_plot makes it possible to plot all results to be developed here. This first plot shows the distribution of individual assets according to their means and standard deviations of returns. In addition, the equal-weight, market, and cash portfolios are plotted on the same plot. Note that the plot function converts monthly total returns into annualized total returns ." (Added boldness)
Is there any way to disable that this function annualizes the return? My returns are given as the total remaining return until the maturity date (bonds).
Thanks
0 comentarios
Respuestas (1)
Ryan Lemand
el 15 de Oct. de 2017
Hi,
I have the same question. Have you managed to find a solution?
Thanks.
0 comentarios
Ver también
Categorías
Más información sobre Portfolio Optimization and Asset Allocation en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!