From: Arnendra Vimardano on 8 May 2010 00:56 Dear all, i am analyzing financial time series data with the help of "Financial Toolbox - Efficient Frontier Demo". I wonder how can i know the weights on efficient frontier line?..because i would like to get the weights on my portfolio holding before constructing GARCH Value at Risk..lets say if on efficient frontier with return 5% and standard deviation 3% consist of 10% S&P 500 35% FTSE 100 and 55% IDX..any ideas how to do that?.. anyone please share with me, thank you.
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