Denom = nanstd(Asset, 1);
zDenom = max(Asset) == min(Asset);
Ratio(zDenom) = NaN;
Ratio(~zDenom) = 1 ./ Denom(~zDenom);
Ratio = Ratio .* (nanmean(Asset) - C0 .* ones(1,n));
默认C0=0即无风险回报是0
国债的回报是3%,而您的预期回报是15%,您的投资的标准偏差是6%,那么用15%-3%,可以得出12%(代表您超出无风险投资的回报),再用12%/6%=2,代表投资者风险每增长1%,换来的是2%的多余收益。
sz = size(x)
dim = find(sz ~= 1, 1);
x0 = x - repmat(nanmean(x, dim), [4,1]);
均值方差
x0 = x - repmat(nanmean(x, dim), tile);
y = nansum(abs(x0).^2, dim) ./ denom;
求均值,1加x一行 2 加y一列
nanmean([1 2;2 3;3 4;4 5],2)
ans =
1.5
2.5
3.5
4.5
K>> nanmean([1 2;2 3;3 4;4 5],1)
ans =
2.5 3.5