portfolio - w_0=1-sum(w) std_dev = p^2/(r'*inv(V)*r) end

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function [ ] = portfolio(p, V, r) w= (p*inv(V)*r)/(r'*inv(V)*r)
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Unformatted text preview: w_0=1-sum(w) std_dev = p^2/(r'*inv(V)*r) end...
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This note was uploaded on 11/16/2009 for the course ENGIN 7 taught by Professor Horowitz during the Spring '08 term at University of California, Berkeley.

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