minimum variance portfolio with fixed return

I want to show a minimum variance portfolio with a fixed return of 3.5%
I got the code for the minimum variance portfolio but I don't know where to put the additional condition.
Option = optimset('Algorithm','interior-point-convex');
[w] = quadprog(KovarianzMatrix,V0,[],[],V1,Budgetrestriktion,lb,ub,[],Option);

Réponses (0)

Catégories

En savoir plus sur Portfolio Optimization and Asset Allocation dans Centre d'aide et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by