Efficient Frontier code error
Show older comments
Hi, I am running the following code I found:
% portfolio0_efficient_frontier % Matlab program to plot efficient frontier and minimum % variance portfolio bmu = [.08;.03;.05] ; bOmega = [ .3 .02 .01 ; .02 .15 .03 ; .01 .03 .18 ] ; bone = ones(length(bmu),1) ; % Define vector of ones ibOmega = inv(bOmega) ; % Invert Omega ‐ "i" means inverse A = bone'*ibOmega*bmu ; B = bmu'*ibOmega*bmu ; C = bone'*ibOmega*bone ; D = B*C - A^2 ; bg = (B*ibOmega*bone - A*ibOmega*bmu)/D ; bh = (C*ibOmega*bmu - A*ibOmega*bone)/D ; % Compute minimum expected return and minimum return SD gg = bg'*bOmega*bg ; hh = bh'*bOmega*bh ; gh = bg'*bOmega*bh ; mumin = - gh/hh ; sdmin = sqrt( gg * ( 1 - gh^2/(gg*hh)) ) ; muP = linspace(min(bmu),max(bmu),50) ; % muP grid sigmaP = zeros(1,50) ; % Storage for i=1:50 ; omegaP = bg + muP(i)*bh ; sigmaP(i) = sqrt(omegaP'*bOmega*omegaP) ; end ; fsize = 16 ; ind = (muP > mumin) ; % Indicates efficient horizon ind2 = (muP < mumin) ; % Indicates locus below efficient horizon % Create plot ‐ efficient horizon is shown as a solid curve % ‐ the inefficient part of the locus is dashed figure(1) p1 = plot(sigmaP(ind),muP(ind),'-',sigmaP(ind2),muP(ind2),'--',sdmin,mumin,'.') ; % Change line widths, marker sizes, and colors for better appearance set(p1(1:2),'linewidth',4) ; set(p1(1:2),'color','blue') ; set(p1(3),'markersize',40) ; set(p1(3),'color','red') ; % Label axes xlabel('standard deviation of return','fontsize',fsize) ; ylabel('expected return','fontsize',fsize) ; set(gca,'xlim',[.25, .5]) ; set(gca,'ylim',[0.028, .08]) ; grid ; print portfolio03.ps - deps ;
And get the following error:
Attempted to access cur_arg(2); index out of bounds because numel(cur_arg)=1.
Error in checkArgsForHandleToPrint (line 40)
Error in print>LocalCreatePrintJob (line 336) handles = checkArgsForHandleToPrint(0, varargin{:});
Error in print (line 153) [pj, inputargs] = LocalCreatePrintJob(varargin{:});
Error in testefronteiraef (line 46) print portfolio03.ps - deps ;
What can I do?
Thank you very much
Accepted Answer
More Answers (0)
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!