RandPorts: RandPorts()

Description Usage Arguments Value

Description

Returns a matrix of num_ports randomly generated portfolio weights that are non-negative and sum to 1.

Usage

1
RandPorts(num_ports, num_assets)

Arguments

num_ports

Scalar input number of desired portfolios.

num_assets

Scalar input nummber of assets within each portfolio.

Value

A numeric matrix of dimension num_assets x num_ports containing the random portfolio weights.


jspinney-nbimc/mqim6604 documentation built on May 25, 2019, 6:25 p.m.