estimatePortReturn
Estimate mean of portfolio returns
Description
estimates the mean of portfolio returns (as the proxy for portfolio return) for
pret
= estimatePortReturn(obj
,pwgt
)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.
Examples
Input Arguments
Output Arguments
Tips
You can also use dot notation to estimate the mean of portfolio returns (as the proxy for portfolio return).
pret = obj.estimatePortReturn(pwgt);
Version History
Introduced in R2011a
See Also
estimatePortRisk
| estimateFrontierByReturn
| estimateFrontierByRisk
| rng
Topics
- Estimate Efficient Portfolios for Entire Efficient Frontier for Portfolio Object
- Estimate Efficient Frontiers for Portfolio Object
- Estimate Efficient Portfolios for Entire Frontier for PortfolioCVaR Object
- Estimate Efficient Frontiers for PortfolioCVaR Object
- Estimate Efficient Portfolios Along the Entire Frontier for PortfolioMAD Object
- Estimate Efficient Frontiers for PortfolioMAD Object
- Portfolio Optimization Examples Using Financial Toolbox
- Portfolio Optimization Theory