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Oliver
Oliver on 15 Mar 2012
Hi all,
I'm trying to write an M-file or function that has the following lines:
CM = xlsread('Risk_Budget_Tano.XLS','sheet1','B23:Q38')
AE = xlsread('Risk_Budget_Tano.XLS','sheet1','D2:D17')
Vol = xlsread('Risk_Budget_Tano.XLS','sheet1','F2:F17')
TE = sqrt(AE' * CM * AE)
fprintf('The portfolio Tracking Error is: ', TE)
However, when I run them. It gave me error on 'Risk'. Could anybody help/teach me how to write the above function please?
Thanks heaps.
Oliver.
  3 Comments
Image Analyst
Image Analyst on 16 Mar 2012
Are you sure all those workbooks are in the "Current Folder"? If they aren't then you need to specify the full path (folder + base filename + extension) of the workbook. It would be a good idea to use exist(filename, 'file') to check that the file exists before you call xlsread().
KSSV
KSSV on 16 Mar 2012
Hi
are you getting any complex number in TE? Check is there any complex number.
Sreenu

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