estimatePortStd
Estimate standard deviation of portfolio returns
Description
estimate standard deviation of portfolio returns for
pstd
= estimatePortStd(obj
,pwgt
)PortfolioCVaR
or PortfolioMAD
objects.
For details on the workflows, see PortfolioCVaR Object Workflow and
PortfolioMAD Object Workflow.
Examples
Input Arguments
Output Arguments
Tips
You can also use dot notation to estimate the standard deviation of portfolio returns.
pstd = obj.estimatePortStd(pwgt);
Version History
Introduced in R2012b
See Also
estimatePortReturn
| estimateFrontierByReturn
| estimateFrontierByRisk
| estimatePortVaR
| rng