Estimate mean of portfolio returns
estimates the mean of portfolio returns (as the proxy for portfolio return) forpret
= estimatePortReturn(obj
,pwgt
)Portfolio
,PortfolioCVaR
, orPortfolioMAD
objects. For details on the respective workflows when using these different objects, seePortfolio Object Workflow,PortfolioCVaR Object Workflow, andPortfolioMAD对象的工作流.
You can also use dot notation to estimate the mean of portfolio returns (as the proxy for portfolio return).
pret = obj.estimatePortReturn(pwgt);
estimatePortRisk
|estimateFrontierByReturn
|estimateFrontierByRisk
|rng