感受资产组合有效前沿
num = 1000;
ep = zeros(num,1);
theta = zeros(num,1);
for i = 1:num
w = rand(3,1);
w = w./sum(w);
% pause(0.01);
ep(i) = mean(stock)*w;
thetha(i) = sqrt(w’*cov(stock)*w);
end
scatter(thetha,ep)
感受资产组合有效前沿
最新推荐文章于 2024-05-18 14:00:11 发布