最小风险 —— Matlab 优化

p = zeros(20,4);
k = 1;
for i = 0:0.1:2
f = @(w)w’ * B * w;
Aeq = [A;ones(1,4)];
Beq = [i;1];
p(k,:) = fmincon(f,zeros(4,1),[],[],Aeq,Beq,[zeros(4,1)])’;
k = k+1;
end
ep = mean(stock) * p’;
thetap = diag(p * B * p’);
plot(ep,thetap);