Set moments (mean and covariance) of asset returns for Portfolio object
obtains mean and covariance of asset returns for a obj
= setAssetMoments(obj
,AssetMean
)Portfolio
object. For
details on the workflow, see Portfolio Object Workflow.
You can also use dot notation to set moments (mean and covariance) of the asset returns.
obj = obj.setAssetMoments(obj, AssetMean, AssetCovar, NumAssets);
To clear NumAssets
and AssetCovar
, use this
function to set these respective inputs to []
.