Perform Information Ratio Maximization

4 vues (au cours des 30 derniers jours)
Luan Vardari
Luan Vardari le 14 Sep 2018
I have a problem with this function
objFun = @(targetReturn) -infoRatioTargetReturn(targetReturn,pAct); options = optimset('TolX',1.0e-8); [optPortRetn, ~, exitflag] = fminbnd(objFun,0,max(portRetnAct),options);
[optInfoRatio,optWts] = infoRatioTargetReturn(optPortRetn,pAct); optPortRisk = estimatePortRisk(pAct,optWts)
Error messege:
Error in @(targetReturn)-infoRatioTargetReturn(targetReturn,pAct)
Error in fminbnd (line 228) x= xf; fx = funfcn(x,varargin{:});

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