Efficient Frontier for Log Optimal Portfolio Analysis
Afficher commentaires plus anciens
I know how to derive the standard mean variance efficient frontier (Markowitz) in Matlab, but I need to derive the efficient frontier for the lop optimal portfolio, which is similar, but is plotted on the log growth-log variance plot.
I can derive the log optimal point, but not the efficient frontier. Please help!
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!