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Topic: Genetic Algorithm and Efficient Portfolio
Replies: 3   Last Post: May 19, 2013 10:49 AM

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Phil Goddard

Posts: 358
Registered: 1/27/12
Re: Genetic Algorithm and Efficient Portfolio
Posted: May 11, 2013 10:46 PM
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As per the MLEvalString command, the results are generated by the MATLAB command
[portStd, portRet, portWts, portIndx] = ComputeBestPortfolio(expRet,expCov,portSize,targetRet)

i.e. within the function ComputeBestPortfolio


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